| 多元部分线性模型的B-样条估计(英文) |
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| 引用本文： | 陈广雷,王兆军.多元部分线性模型的B-样条估计(英文)[J].应用概率统计,2010,26(2):138-150. |
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| 作者姓名： | 陈广雷 王兆军 |
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| 作者单位： | 1. 中国人民武装警察部队学院基础部,廊坊,065000
2. 南开大学数学科学学院,天津,300071 |
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| 摘 要： | 本文考虑多元部分线性回归模型的估计问题,得到了该模型参数的最小二乘估计和非参数函数的B-样条估计,并证明了参数估计的渐近正态性,给出了非参数函数估计的最优收敛速度.
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| 关 键 词： | 多元回归 部分线性模型 B-样条 渐近正态. |
The Multivariate Partially Linear Model with B-Spline |
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| CHEN GUANGLEI,WANG ZHAOJUN.The Multivariate Partially Linear Model with B-Spline[J].Chinese Journal of Applied Probability and Statisties,2010,26(2):138-150. |
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| Authors: | CHEN GUANGLEI WANG ZHAOJUN |
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| Institution: | Department of Basic Sciences, the Chinese People's Armed Police Forces AcademyLPMC and School of Mathematical Sciences,Nankai University |
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| Abstract: | A multivariate partially linear model isconsidered in this paper. The B-spline least squares estimator forboth the parametric and the noparametric components is proposed.Moreover, we investigate the the asymptotic normality of theestimator of the parametric component and the convergence rate ofthe estimator of nonparametric function. |
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| Keywords: | Multivariate regression partially linear model B-spline asymptotic normality |
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