| NA样本半参数回归模型估计的矩相合性 |
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| 引用本文： | 周兴才,胡舒合.NA样本半参数回归模型估计的矩相合性[J].纯粹数学与应用数学,2010,26(2):262-269. |
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| 作者姓名： | 周兴才 胡舒合 |
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| 作者单位： | 铜陵学院数学与计算机科学系,安徽,铜陵,244000;安徽大学数学科学学院,安徽,合肥,230039 |
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| 基金项目： | 国家自然科学基金，安徽省高等学校优秀青年人才基金 |
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| 摘 要： | 考虑了误差为NA序列的半参数回归模型,利用非参数估计方法给出了模型参数的最小二乘估计和加权最小二乘估计,并在适当条件下得到了它们的矩相合性.
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| 关 键 词： | 半参数模型 NA变量 最小二乘估计 加权最小二乘估计 矩相合性 |
Moment consistency of estimators in semi-parametric regression model under NA samples |
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| ZHOU Xing-cai,HU Shu-he.Moment consistency of estimators in semi-parametric regression model under NA samples[J].Pure and Applied Mathematics,2010,26(2):262-269. |
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| Authors: | ZHOU Xing-cai HU Shu-he |
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| Institution: | ZHOU Xing-cai1,HU Shu-he2(1.Department of Mathematics , Compute Science,Tongling University,Tongling 244000,China,2.School of Mathematical Science,Anhui University,Hefei 230039,China) |
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| Abstract: | The paper considers a semi-parametric regression model under error being NA sequences.Based on the nonparametric estimates,we give out least-squares estimator and weighted least-squares estimator of model's parameters,and obtain their moment consistencies under some suitable conditions. |
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| Keywords: | semi-parametric model NA random variables least-squares estimator weighted least-squares estimator moment consistency |
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