頁籤選單縮合
題 名 | On the Estimation and Testing of Functional-Coefficient Linear Models |
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作 者 | Xia,Yingcun; Li,W. K.; | 書刊名 | Statistica Sinica |
卷 期 | 9:3 1999.07[民88.07] |
頁 次 | 頁735-757 |
分類號 | 319.51 |
關鍵詞 | FAR model; Local linear smoother; Nonparametric regression; Strongly mixing sequence; Wiener process; |
語 文 | 英文(English) |
英文摘要 | In this paper we investigate the estimation and testing of the functional coefficient linear models under dependence, which includes the functional coefficient autoregressive model of Chen and Tsay (1993). We use local linear smoothing to estimate the coefficient functions of a functional-coefficient linear model, prove their uniform consistency, and derive their asymptotic distributions in terms of Gaussian processes. From these distributions we can obtain some tests about coefficient functions and the model. Some simulations and a study of real data are reported. |
本系統中英文摘要資訊取自各篇刊載內容。