摘要
提出一种新的局部线性方法用来估计变系数模型中的未知函数,给出了未知函数估计量的渐近条件偏差和方差.由于新方法所得估计量的渐近方差小于传统线性估计量的渐近方差,因而新方法更加有效.
A new local linear method is proposed to estimate the unknown coefficient functions in varying coefficient models. The asymptotic bias and variance of the estimators are derived. It is shown that the asymptotic variance of these estimators is smaller than that of the traditional local linear estimators and therefore the new method is more effective.
出处
《扬州大学学报（自然科学版）》
CAS
CSCD
2007年第2期16-18,共3页
Journal of Yangzhou University：Natural Science Edition
基金
国家自然科学基金(10671089)
关键词
变系数模型
局部线性估计
渐近偏差
渐近方差
varying coefficient model
local linear estimation
asymptotic bias
asymptotic variance
