Asymptotic Properties on Semiparametric Varying-coefficient Partially Linear Models

LUO Xian-hua; DAI Jia-jia; YANG Zhen-hai

doi:10.3969/j.issn.0254-0037.2007.06.020

LUO Xian-hua, DAI Jia-jia, YANG Zhen-hai. Asymptotic Properties on Semiparametric Varying-coefficient Partially Linear Models[J]. Journal of Beijing University of Technology, 2007, 33(6): 660-664. DOI: 10.3969/j.issn.0254-0037.2007.06.020

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Asymptotic Properties on Semiparametric Varying-coefficient Partially Linear Models

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In order to study the statistical inference of the nonparametric component in the semiparametric varying-coefficient partially linear models, a profile least-squares estimator for varying coefficient function is proposed by local linear regression technique. Asymptotic bias and variance are obtained, and asymptotic normality of the estimator is also gained.

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Asymptotic Properties on Semiparametric Varying-coefficient Partially Linear Models

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