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Author:

冯三营 (冯三营.) | 李高荣 (李高荣.) (Scholars:李高荣) | 薛留根 (薛留根.) (Scholars:薛留根)

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CQVIP PKU CSCD

Abstract:

对于非线性半参数回归模型的估计问题,利用经验似然方法,给出了回归系数,光滑函数以及误差方差的最大经验似然估计.在一定条件下证明了所得估计量的渐近正态性和相合性.

Keyword:

经验似然 渐近正态性 相合性 非线性半参数回归模型

Author Community:

  • [ 1 ] 洛阳师范学院数学科学学院
  • [ 2 ] 华东师范大学金融与统计学院
  • [ 3 ] 北京工业大学应用数理学院

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Source :

应用数学

Year: 2009

Issue: 01

Volume: 22

Page: 101-110

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:

30 Days PV: 7

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