| 半参数回归模型小波估计的矩相合性 |
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| 引用本文： | 周建新,胡宏昌.半参数回归模型小波估计的矩相合性[J].数学的实践与认识,2010,40(23). |
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| 作者姓名： | 周建新 胡宏昌 |
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| 基金项目： | 教育部科学技术研究重点项目，湖北省教育厅科学技术研究重点资助项目 |
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| 摘 要： | 用小波方法,考虑半参数回归模型y_i=X_i~Tβ+g(t_i)+ε_i(1≤i≤n),其中β∈R~d为未知参数,g(t)为0,1]上未知的Borel可测函数,X_i为R~d上的随机设计,随机误差{ε_i}为鞅差序列,{t_i}为0,1]上的常数序列.得到参数及非参数的小波估计量的q-阶矩相合性.
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| 关 键 词： | 半参数回归模型 鞅差序列 小波估计 q-阶矩相合性 |
Moment Consistency of Wavelet Estimation in Semiparametric Regression Models |
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| ZHOU Jian-xin,HU Hong-chang.Moment Consistency of Wavelet Estimation in Semiparametric Regression Models[J].Mathematics in Practice and Theory,2010,40(23). |
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| Authors: | ZHOU Jian-xin HU Hong-chang |
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| Abstract: | Useing the wavelet method,consider the semiparametric regression model given by y_i=X_i~Tβ+g(t_i)+ε_i(1≤i≤n) whereβis a d×1 unknown parametric vector,g(t) is an unknown Borel function on0,1],X_i is a d×1 random design vector,random error{ε_i} is martingale difference sequences,{t_i} is constant sequence on0,1].In the paper,the q-order moments consistency of parametric and nonparametric wavelet estimators are studied. |
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| Keywords: | semiparametric regression model martingale difference sequences wavelet estimation q-order moment consistency |
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