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| 半参数回归模型独立情形的分离法估计 | |
| 引用本文： | 陈乃辉. 半参数回归模型独立情形的分离法估计[J]. 纯粹数学与应用数学, 2009, 25(4): 654-664 |
| 作者姓名： | 陈乃辉 |
| 作者单位： | 中央财经大学应用数学学院,北京,100081 |
| 摘 要： | 对半参数回归模型,用L2最佳逼近加矩估计的方法,推出其非参数部分的依L2与强相合联合收敛意义下的估计,及参数部分的强相合与相合渐近正态估计,并设计实行了一个模拟实验. |
| 关 键 词： | 半参数回归模型 随机函数逼近 矩估计 相合渐近正态性 |
On separated estimation for semiparametric regression model under independent case |
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| CHEN Nai-hui. On separated estimation for semiparametric regression model under independent case[J]. Pure and Applied Mathematics, 2009, 25(4): 654-664 | |
| Authors: | CHEN Nai-hui |
| Affiliation: | CHEN Nai-hui (School of Applied Mathematics,The Central University of Finance , Economics,Beijing 100081,China) |
| Abstract: | By using method of best approximation moment estimate,the estimate of non-parameter section for semiparametric regression model is put out and its kind achieve the join of L2 convergence and strong consistent,the estimate of parameter section for the model is put out and its kind achieve strong consistent and consistent asymptotic normality.Lastly,a analog experiment is designed and practised. |
| Keywords: | semiparametric regression model random functional approximation moment estimate consistent asymptotic normality |
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