Fan Jianqing, Zhang Wenyang
Department of Operations Research and Financial Engineering, Princeton University, Princeton, NJ 08544.
Stat Interface. 2008;1(1):179-195. doi: 10.4310/sii.2008.v1.n1.a15.
The varying coefficient models are very important tool to explore the dynamic pattern in many scientific areas, such as economics, finance, politics, epidemiology, medical science, ecology and so on. They are natural extensions of classical parametric models with good interpretability and are becoming more and more popular in data analysis. Thanks to their flexibility and interpretability, in the past ten years, the varying coefficient models have experienced deep and exciting developments on methodological, theoretical and applied sides. This paper gives a selective overview on the major methodological and theoretical developments on the varying coefficient models.
变系数模型是探索许多科学领域动态模式的非常重要的工具，如经济学、金融学、政治学、流行病学、医学、生态学等。它们是具有良好可解释性的经典参数模型的自然扩展，并且在数据分析中越来越受欢迎。由于其灵活性和可解释性，在过去十年中，变系数模型在方法、理论和应用方面都经历了深入且令人兴奋的发展。本文对变系数模型的主要方法和理论发展进行了选择性综述。
