| 混合误差半参数回归模型估计的相合性 |
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| 引用本文： | 王星惠,朱春华,李晓琴.混合误差半参数回归模型估计的相合性[J].纯粹数学与应用数学,2011,27(1):100-106. |
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| 作者姓名： | 王星惠 朱春华 李晓琴 |
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| 作者单位： | 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，安徽大学学术创新团队，宿州学院青年基金 |
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| 摘 要： | 研究了误差为ψ混合和ψ混合序列的半参数回归模型,综合最小二乘法和非参数权函数估计方法,分别定义了待估参数β和未知函数夕的估计量βm,n和9m,n(χ).利用混合序列的矩不等式及凸函数的性质,在较弱的条件下证明了这些估计量的强相合性与矩相合性,这些结果推广了已有的相应的研究结果.
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| 关 键 词： | ψ混合序列 ψ混合序列 半参数回归模型 强相合性 r阶平均相合性 |
Consistency of estimators for semiparametric regression model under mixing errors |
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| WANG Xing-hui,ZHU Chun-hua,LI Xiao-qin.Consistency of estimators for semiparametric regression model under mixing errors[J].Pure and Applied Mathematics,2011,27(1):100-106. |
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| Authors: | WANG Xing-hui ZHU Chun-hua LI Xiao-qin |
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| Institution: | (Department of Mathematical Science,Anhui University,Hefei 230039,China) |
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| Abstract: | The aim of this paper is to investigate the semiparametric regression model with φ mixing and ψ mixing errors.The methods of least squares and weight function are used to define the estimators βm,n andgm,n(x) for unknown parameter β and unknown function g,respectively.The strong consistency and the moment consistency for these estimators are proved under some weaker conditions by using the moment inequalities of mixing sequences and the property of the convex function,which generalize the cited results. |
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| Keywords: | φ mixing sequence ψ mixing sequence semiparametric regression model strong consistency r-th mean consistency |
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