Convergence rates of MLE in a partly linear model |
| |
Authors: | Xue Hongqi |
| |
Affiliation: | Department of Mathematics, Graduate School, Chinese Academy of Sciences, Beijing 100039, China |
| |
Abstract: | This paper considers the estimation for a partly linear model with case 1 interval censored data. We assume that the error distribution belongs to a known family of scale distributions with an unknown scale parameter. The sieve maximum likelihood estimator (MLE) for the model’s parameter is shown to be strongly consistent, and the convergence rate of the estimator is obtained and discussed. |
| |
Keywords: | partly linear model case 1 interval censored data sieve MLE strong consistency convergence rate |
本文献已被 万方数据 SpringerLink 等数据库收录! |