| BAHADUR ASYMPTOTIC EFFICIENCY IN A SEMIPARAMETRIC REGRESSION MODEL |
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| 作者姓名： | Liang Hu Cheng Ping |
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| 作者单位： | Institute of Systems Scince，Academia Sinica，100080，China |
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| 摘 要： | ＢＡＨＡＤＵＲＡＳＹＭＰＴＯＴＩＣＥＦＦＩＣＩＥＮＣＹＩＮＡＳＥＭＩＰＡＲＡＭＥＴＲＩＣＲＥＧＲＥＳＳＩＯＮＭＯＤＥＬ￥ＬＩＡＮＧＨＵＡ；ＣＨＥＮＧＰＩＮＧＡｂｓｔｒａｃｔ：ＴｈｅａｕｔｈｏｒＳｇｉｖｅＭＬＥθ１ＭＬｏｆθ１ｉｎｔｈｅｍｏｄｅｌＹ＝θ...
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| 关 键 词： | 半参量回归模型 渐近效应 最大可能性评估 赫尔德连续方程 |
| 收稿时间： | 3/4/1992 12:00:00 AM |
BAHADUR ASYMPTOTIC EFFICIENCY IN A SEMIPARAMETRIC REGRESSION MODEL |
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| Liang Hu,Cheng Ping.BAHADUR ASYMPTOTIC EFFICIENCY IN A SEMIPARAMETRIC REGRESSION MODEL[J].Chinese Annals of Mathematics,Series B,1994,15(2):129-140. |
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| Authors: | Liang Hua and Cheng Ping |
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| Institution: | InstituteofSysternsScience,AesdemiaSinica,Beijing100080,China |
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| Abstract: | The authors give MLE $\hat\theta_{1ML}$ of $\theta_1$ in the model
$ Y={\theta_1}+g(T)+\ve $, then consider Bahadur
asymptotic efficiency of $\hat\theta_{1ML}, $
where $ T$ and $\ve $ are independent, $ g $
is unknown, $ \ve\sim\varphi(\cdot) $ is known with mean 0 and variance $ \sigma^2. $ |
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| Keywords: | Semiparametric regression model Bahadur asymptotic efficiency Maximum likelihood estimation |
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