给出了一种用于估计变系数模型中未知函数的逐元B-Spline方法,建立了估计量的局部渐近偏差,方差和渐近正态分布,开发了一种快速选择估计量窗宽的方法,通过Monte Carlo模拟研究了估计量的有限样本性质.
A componentwise B-Spline method is proposed for estimating the unknown functions in the varying-coefficient models. Explicit expressions for the asymptotic pointwise bias and variance of the estimators are obtained, asymptotic normality of the estimators is also established. A procedure is developed for selecting fast the smoothing parameters of the estimators. Finite sample properties of the procedures are studied through Monte Carlo simulations.