| 半参数方差误差模型的估计 |
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| 引用本文： | 龚丽莎,黄梦桥.半参数方差误差模型的估计[J].数学理论与应用,2003,23(1):113-118. |
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| 作者姓名： | 龚丽莎 黄梦桥 |
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| 作者单位： | [1]湖南大学数学与计量经济学院，长沙410082 [2]湖南涉外经济学院，长沙410205 |
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| 摘 要： | 本文综合近邻权函数法及最小二乘法，用两阶段最小二乘估计的方法得到了半参数EV模型中参数的估计量及其强相合性，渐近正态性。同时也得到了非参数函数的估计量及其强相合性，一致强相合性。
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| 关 键 词： | 半参数模型 参数估计 强相合性 一致强相合性 渐近正态性 |
Estimation of Semiparametric Errors-In-Variance Model |
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| Gong Lisha.Estimation of Semiparametric Errors-In-Variance Model[J].Mathematical Theory and Applications,2003,23(1):113-118. |
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| Authors: | Gong Lisha |
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| Abstract: | This paper studies semiparametric errors-in-variance model.Unknown parameters and Nonparametric function are estimated by using methods including nearest neighbor function,least square and two-stage estimation.The related strong consistency,approximate normal distribution and uniform strong consistency are also proved. |
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| Keywords: | Semiparemetric model parameter estimation strong consistency approxiate normal distribution strong consistency uniform strong consistency |
| 本文献已被 CNKI 维普 等数据库收录！ |
