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

Riquan Zhang and Guoying Li

Statistics & Probability Letters, 2007, vol. 77, issue 4, 455-461

Abstract: 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.

Keywords: Asymptotic; normality; Different; smoothing; variables; Functional-coefficient; regression; models; Averaged; estimate; Local; linear; method (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (2)

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