Article ID Journal Published Year Pages File Type
1154166 Statistics & Probability Letters 2007 7 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
, ,