Ontology highlight
ABSTRACT:
SUBMITTER: Chen Z
PROVIDER: S-EPMC4403010 | biostudies-literature | 2015 Apr
REPOSITORIES: biostudies-literature
Chen Zhao Z Li Runze R Li Yan Y
Statistica Sinica 20150401 2
Varying coefficient model has been popular in the literature. In this paper, we propose a profile least squares estimation procedure to its regression coefficients when its random error is an auto-regressive (AR) process. We further study the asymptotic properties of the proposed procedure, and establish the asymptotic normality for the resulting estimate. We show that the resulting estimate for the regression coefficients has the same asymptotic bias and variance as the local linear estimate fo ...[more]