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Author:

马奕佳 (马奕佳.) | 薛留根 (薛留根.) (Scholars:薛留根) | 芦飞 (芦飞.)

Indexed by:

CQVIP CSCD

Abstract:

该文研究了响应变量缺失下半参数部分非线性变系数EV模型的统计推断问题,利用逆概率加权局部纠偏profile最小二乘法构造了模型中非参数分量和参数分量的估计,证明了估计量的渐近正态性.通过数值模拟和实际数据分析,验证了所提出的估计方法是有效的.

Keyword:

渐近正态性 局部纠偏 部分非线性变系数模型 测量误差 缺失数据

Author Community:

  • [ 1 ] 北京工业大学应用数理学院,北京100124

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Source :

数学物理学报:A辑

ISSN: 1003-3998

Year: 2020

Issue: 2

Volume: 40

Page: 460-474

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count: -1

30 Days PV: 10

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