Abstract
In the paper,the varying-coefficient regression models with different smoothing variables in different coefficient functions are discussed.First,the integrated estimates of the coefficient functions are given by integrating the sample on the initial value obtained by local linear technique.Then,the improvement estimates of the coefficient functions are proposed by a one-step back-fitting procedure on the integrated estimates.The improvement estimators share the same asymptotic normalities as the local linear estimators for the varying coefficient models with a single smoothing variable in different functions.Finally the simulation example shows that the procedure is effective.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Journal of Systems Science and Mathematical Sciences
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
