| 一类非线性EV模型的降维估计 |
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| 引用本文： | 刘强.一类非线性EV模型的降维估计[J].数学的实践与认识,2011,41(10). |
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| 作者姓名： | 刘强 |
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| 作者单位： | 首都经济贸易大学统计学院,北京,100070 |
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| 基金项目： | 国家社科基金项目，北京市教委社科计划项目，北京市属高等学校人才强教计划-中青年骨干人才培养计划，北京市教委统计学特色专业建设资助项目 |
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| 摘 要： | 考虑响应变量随机缺失情形下的非线性EV模型.给出了未知参数的降维估计,有效避免了高维核估计带来的维数灾祸问题.所构造的统计量渐近于x~2分布,所得结果可以用来构造未知参数的置信域.
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| 关 键 词： | 非线性EV模型 经验似然 降维 缺失数据 |
Estimation of a Kind of Nonlinear EV Models Based Dimension Reduction |
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| LIU Qiang.Estimation of a Kind of Nonlinear EV Models Based Dimension Reduction[J].Mathematics in Practice and Theory,2011,41(10). |
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| Authors: | LIU Qiang |
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| Institution: | LIU Qiang (School of Statistics,Capital University of Economics and Business,Beijing 100070,China) |
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| Abstract: | The missing response problem in the nonlinear EV(error-in-variables) models is considered.An estimation based dimension reduction of the unknown parameter is proposed. Thecure of dimensionproblem in the high-dimension kernel estimation can be settled effectively.It is proved that the proposed statistics are asymptotically chi-square distribution under some mild conditions,and hence can be used to constructing the confidence regions of the parameters. |
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| Keywords: | nonlinear EV models empirical likelihood dimension reduction missing data |
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