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

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.
Year of publication:
2007
Authors: Zhang, Riquan ; Li, Guoying
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 77.2007, 4, p. 455-461
Publisher: Elsevier
Keywords: Asymptotic normality Different smoothing variables Functional-coefficient regression models Averaged estimate Local linear method
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005211827
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