【摘 要】
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In this article, a procedure for estimating the coefficient functions on the functional-coefficient regression models with different smoothing variables in diff
【机 构】
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Department of Mathematics,Department of Statistics,Academy of Mathematics and System Sciences
论文部分内容阅读
In this article, a procedure for estimating the coefficient functions on the functional-coefficient regression models with different smoothing variables in different co-efficient functions is defined. First 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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