| 部分线性模型中的Edgeworth展开 |
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| 引用本文： | 石坚.部分线性模型中的Edgeworth展开[J].数学学报,1998,41(4):683-686. |
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| 作者姓名： | 石坚 |
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| 作者单位： | 中科院系统科学研究所 |
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| 摘 要： | 本文在相当一般的条件下，首先给出了部分线性模型中有关参数β的标准化统计量的一阶Ｅｄｇｅｗｏｒｔｈ展开，然后构造了误差方差的一个非残差型相合估计，最后给出了相应的学生化统计量的Ｅｄｇｅｗｏｒｔｈ展开．
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| 关 键 词： | 部分线性模型，Edgeworth展开，最小二乘估计，权函数 |
Edgeworth Expansion in Partial Linear Models |
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| Shi Jian.Edgeworth Expansion in Partial Linear Models[J].Acta Mathematica Sinica,1998,41(4):683-686. |
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| Authors: | Shi Jian |
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| Abstract: | In this paper, under some fairly general conditions, a first-order Edgeworth expansion for the standardized statistic of β in partial linear models is given, then a nonresidual type of consistent estimation for the error variance is constructed, and finally Edgeworth expansion for the corresponding studentized version is presented. |
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| Keywords: | Partial linear model Edgeworth expansion Least-square estimation Weight functions |
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