共查询到20条相似文献,搜索用时 46 毫秒
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设有半参数回归模型yi=x’,β+f(ti)+ei,i=1,...n,其中{ti}为常数列,本文对{xi}为设计点列的情形,给出了β、f(t)有相合估计的条件;在{xi}为随机的情形,建立了f(t)估计的相合性。 相似文献
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半参数回归模型的估计的渐近性质 总被引:1,自引:0,他引:1
考虑半参数回归模型yi=xi^1β+g(ti)+ei,1≤i≤n;其中g为R上未知函数,σ0^2=D(e1)柴根象等在1995年给出了β的二阶段估计βn,本文基于β1建立了σ0^2的估计量σn^2,研究了误差方差估计σn^2的渐近正态性和强相合性,并且得到了可直接用于统计推断的统计量及其分布。 相似文献
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设半参数回归模型Y(n)i=β·x(n)i+g(t(n)i)+E(n)i,i=1,2,…,n,本文由最小二乘法和一般加权方法定义的β、g(t)的估计量βn,gn(t),在误差为鞅差序列下获得了βn,gn(t)的r(≥2)阶平均相合性. 相似文献
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§1IntroductionConsiderthefixeddesignsemiparametricnonlinearregressionmodelsgivenbyyi=f(xi,θ)+λ(ti)+εi,i=1,...,n,(1)wheref(,)i... 相似文献
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固定设计下半参数回归模型估计的强相合性 总被引:11,自引:0,他引:11
对于半参数模型yi(T)=βxi(T)+g(ti(T))+εi(T),本文综合最小二乘和一般的非参数估计方法,定义了β,g的估计量βT,gT,在适当条件下证明了它们的强相合性, 相似文献
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陈明华 《数学物理学报(A辑)》1999,(Z1)
对于固定设计下的半参数回归模型:y_i=xiβ+g(ti)+ei,i=1,…,n.其中{ei}为独立随机误差序列(不必同分布),且Eei=0,Eei2=σ_i~2>0.对完全和截尾样本,仿文献[2]给出了β、g(·)的估计量,并证明了他们的强相合性. 相似文献
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删失场合半参数回归模型的二阶段估计 总被引:4,自引:0,他引:4
邱瑾 《高校应用数学学报(A辑)》1998,13(3):281-288
对于半参数回归模型yi=x′iβ+g(ti)+ei,1≤i≤n,g为R1上未知函数,β为p×1维待估参数向量.本文考虑当yi被随机删失时β和g的估计.基于模型的可加性,利用综合数据法得到β的二阶段估计β~*n和g的估计g*n,并证明了它们的强相合性. 相似文献
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Yu. N. Lin'kov 《Journal of Mathematical Sciences》1991,53(4):409-415
We give a characterization of the types of asymptotic discernibility of families of hypotheses in the case of hypothetical measures that are not, in general, mutually absolutely continuous. The case when the logarithm of the likelihood ratio admits an asymptotic expansion of the type of an expansion with local asymptotic normality is examined in detail. Examples are studied.Translated fromTeoriya Sluchainykh Protsessov, Vol. 15, pp. 64–71, 1987. 相似文献
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Mathematical Notes - We study the initial boundary-value problem for three-dimensional systems of equations of pseudoparabolic type. The system is similar to the Oskolkov system, but differs from... 相似文献
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We analyze one class of families of integral equations and describe the dependence of the singularities of solutions of integral equations on the dimensions of the families of kernels of equations. On the basis of these results, we propose procedures for the construction of approximate solutions for a small parameter. 相似文献
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A. V. Berdakchiev 《Mechanics of Composite Materials》1976,12(3):347-352
It is shown that the asymptotic solution of a problem of the nonlinear theory of thermoviscoelasticity, if it exists, can be found directly from the solution of the asymptotic boundary-value problem without completely solving the starting problem.M. V. Lomonosov Moscow State University. Translated from Mekhanika Polimerov, No. 3, pp. 395–400, May–June, 1976. 相似文献
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A. N. Vetokhin 《Differential Equations》2016,52(3):272-281
We consider parametric families of differential systems with coefficients that are bounded and continuous on the half-line and uniformly in time continuously depend on a real parameter. For each Lyapunov exponent, we construct a family such that the Lyapunov exponent of its systems treated as a function of the parameter is not a lower semicontinuous function for any value of the parameter. 相似文献
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