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Integrated Estimation of Functional-Coefficient Regression Models with Different Smoothing Variables |
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| Authors: | Riquan Zhang Guoying Li |
| Institution: | 1. Department of Mathematics , Yanbei Normal University , Datong , Shanxi , P. R. China zhangriquan@163.com;3. Academy of Mathematics and System Sciences , Chinese Academy of Sciences , Beijing , P. R. China |
| Abstract: | In this article, the functional-coefficient regression models with different smoothing variables in different coefficient functions are discussed. The integrated estimates of the coefficient functions are defined by marginal integration on the initial value obtained by local linear technique. Their asymptotical normalities are studied. |
| Keywords: | Asymptotic normality Different smoothing variables Functional coefficient regression models Integrated estimate Local linear method |