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期刊论文

EFFICIENT ESTIMATION OF FUNTIONAL-COEFFICIENT REGRESSION MODELS WITH DIFFERENT SMOOTHING VARIABLES*

张日权Zhang Riquan Li Guoying

Acta Mathematica Scientia 2008, 28B (4): 989-997,-0001,():

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摘要/描述

In this article, a procedure for estimating the coefficient functions on the functional-coeffcient regression models with different smoothing variables in different coefficient, functions is defined. Firs step, by the local linear technique and the averaged method, the initial estimates of the coefficient functions are given. Second step, based on the initial estimates, the efficient estimates of the coefficient functions are proposed by a one-step back-fitting procedure. The efficient estimators share the same asymptotic normalities as the local linear estimators for the functional-coefficient models with a single smoothing variable in different functions. Two simulated examples show that the procedure is effective.

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