Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration
用边际积分估计和检验加性模型中的变系数
We propose marginal integration estimation and testing methods for the coefficients of varying-coefficient multivariate regression models. Asymptotic distribution theory is developed for the estimation method, which enjoys the same rate of convergence as univariate function estimation. For the test statistic, asymptotic normal theory is established. These theoretical results are derived under the fairly general conditions of absolute regularity (β-mixing). Application of the…