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Abstract:
给定半参数回归模型Y=X′β+g(T)+e,其中β∈Rp是未知参数向量,g(t)是定义在[0,1]上的未知函数,e是随机误差.本文研究了β,g(t)和σ2的估计量n,n(t)和2n,在适当的条件下证明了它们的渐近正态性,并给出了n(t)的最优收敛速度.
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高校应用数学学报A辑
ISSN: 1000-4424
Year: 2001
Issue: 1
Volume: 16
Page: 87-94
Cited Count:
WoS CC Cited Count: 0
SCOPUS Cited Count:
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count: 27
Chinese Cited Count:
30 Days PV: 11
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