半变系数模型PLS估计的一致收敛速度The Uniform Convergence Rates of Profile Least-Squares Estimation on Semivarying Coefficient Models
吕士钦,张日权,蒙家富
摘要(Abstract):
变系数模型已经获得了广泛的应用,半变系数模型是变系数模型的有效推广,文章介绍了半变系数模型的PLS估计,给出该估计函数系数的一致收敛速度。
关键词(KeyWords): 变系数模型;半变系数模型;PLS估计;一致收敛速度
基金项目(Foundation): 山西省自然科学基金(2006011006)
作者(Author): 吕士钦,张日权,蒙家富
参考文献(References):
- [1]FAN J,ZHANG W.S imu ltaneous confidence bands are and hypothesis testing in varyingcoeffic ientmodels,Scand[J].J.Statist,2000,27:715-731.
- [2]ZHANG W.Local polynom ial fitting in sem ivarying coeffic ientmodal[J].J.mu ltivariate Anal,2002,82:166-188.
- [3]LI Q,HUANG C J,LI D,FU T F.Sem iparam etric smooth coeffic ientmodels[J].J.Business Econom.Statist,2002,20:412-422.
- [4]ZHOU X,YOU J.W avelet estimation in varying-coefficient partially linear regression models[J].Statist.Probab.Lett,2004,68:91-104.
- [5]FAN J,HUNAG T.Profile likelihood Inferences on sem iparam etric Varying-Coeffic ient partially linear models[J].Bernou lli,2005,11:1031-1057.
- [6]YOU J,ZHOU Y.Emp irical likelihood for sem iparam etric varying-coeffic ient partially linear regression models[J].StatisticsProbab ility Letters,2006,76:412-422.
- [7]YOU J,CHEN G.Estim ation of a sem iparam etric varying-coeffic ient partially linear errors-in-variab les model[J].J.Mu ltivariateAnalysis,2006,27:325-341.