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张日权

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期刊论文

Averaged estimation of functional-coefficient regression models with different smoothing variables

张日权Riquan Zhanga b* Guoying Lic

Statistics & Probability Letters 77 (2007) 455-461,-0001,():

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摘要/描述

The functional-coefficient regression models with different smoothing variables in different coefficient functions are discussed in this paper. The averaged estimates of coefficient functions are defined by averaging the sample on the initial value obtained by a local linear technique. Their asymptotic normality is studied. The efficiency of the proposed method is shown by a simulated example.

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