| 部分线性回归模型变窗宽一步局部M-估计 |
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| 引用本文： | 姚丽丽,宋向东,赵梦琳,张云霞,刘燕.部分线性回归模型变窗宽一步局部M-估计[J].数学的实践与认识,2011,41(22). |
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| 作者姓名： | 姚丽丽 宋向东 赵梦琳 张云霞 刘燕 |
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| 作者单位： | 1. 燕山大学 理学院,河北 秦皇岛,066004
2. 燕山大学 理学院,河北 秦皇岛 066004;河北科技师范学院 欧美学院,河北 秦皇岛 066004 |
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| 基金项目： | 秦皇岛市科学技术研究与发展计划(201101B025) |
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| 摘 要： | 讨论了部分线性回归模型的变窗宽一步局部M-估计.用一步局部M-估计给出未知函数的估计,用平均方法给出参数估计.进一步通过两个引理证明一步M-估计的渐近正态性.所提出的方法继承了局部多项式的优点并且克服了最小二乘法缺乏稳健性的缺点.
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| 关 键 词： | 部分线性回归模型 变窗宽 一步局部M-估计 渐近正态性 |
Variable Bandwidth One-step Local M-estimators of Partial Linear Models |
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| YAO Li-li,SONG Xiang-dong,ZHAO Meng-lin,ZHANG Yun-xia,LIU Yan.Variable Bandwidth One-step Local M-estimators of Partial Linear Models[J].Mathematics in Practice and Theory,2011,41(22). |
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| Authors: | YAO Li-li SONG Xiang-dong ZHAO Meng-lin ZHANG Yun-xia LIU Yan |
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| Institution: | YAO Li-li~1,SONG Xiang-dong~1,ZHAO Meng-lin~1,ZHANG Yun-xia~(1,2),LIU Yan~1 (1.College of Science,Yanshan University,Qinhuangdao 066004,China) (2.E & A College of Hebei Normal University of Science & Technology,China) |
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| Abstract: | In the paper the variable bandwidth one-step local M-estimates of the unknown function and the unknown parameter of the partial linear models are discussed.The estimators of parametric component on partial linear models are developed by one-step M-estimation method and average method,the estimators of nonparametric component are given by one-step M-estimation.Asymptotic properties of one-step M-estimators are proofed by two lemmas.The proposed method inherits the advantages of local polynomial regression an... |
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| Keywords: | partial linear models one-step M-estimators variable bandwidth:asymptotic normality |
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