| BAHADUR ASYMPTOTIC EFFICIENCY IN A SEMIPARAMETRIC REGRESSION MODEL |
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| 引用本文： | Liang Hu,Cheng Ping. BAHADUR ASYMPTOTIC EFFICIENCY IN A SEMIPARAMETRIC REGRESSION MODEL[J]. 数学年刊B辑(英文版), 1994, 15(2): 129-140 |
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| 作者姓名： | Liang Hu Cheng Ping |
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| 作者单位： | Institute of Systems Scince，Academia Sinica，100080，China |
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| 摘 要： | ＢＡＨＡＤＵＲＡＳＹＭＰＴＯＴＩＣＥＦＦＩＣＩＥＮＣＹＩＮＡＳＥＭＩＰＡＲＡＭＥＴＲＩＣＲＥＧＲＥＳＳＩＯＮＭＯＤＥＬ￥ＬＩＡＮＧＨＵＡ；ＣＨＥＮＧＰＩＮＧＡｂｓｔｒａｃｔ：ＴｈｅａｕｔｈｏｒＳｇｉｖｅＭＬＥθ１ＭＬｏｆθ１ｉｎｔｈｅｍｏｄｅｌＹ＝θ...
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| 关 键 词： | 半参量回归模型 渐近效应 最大可能性评估 赫尔德连续方程 |
| 收稿时间： | 1992-03-04 |
BAHADUR ASYMPTOTIC EFFICIENCY IN A SEMIPARAMETRIC REGRESSION MODEL |
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| Liang Hua and Cheng Ping. BAHADUR ASYMPTOTIC EFFICIENCY IN A SEMIPARAMETRIC REGRESSION MODEL[J]. Chinese Annals of Mathematics,Series B, 1994, 15(2): 129-140 |
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| Authors: | Liang Hua and Cheng Ping |
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| Affiliation: | InstituteofSysternsScience,AesdemiaSinica,Beijing100080,China |
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| Abstract: | The authors give MLE $hattheta_{1ML}$ of $theta_1$ in the model$ Y={theta_1}+g(T)+ve $, then consider Bahadurasymptotic efficiency of $hattheta_{1ML}, $where $ T$ and $ve $ are independent, $ g $is unknown, $ vesimvarphi(cdot) $ is known with mean 0 and variance $ sigma^2. $ |
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| Keywords: | Semiparametric regression model Bahadur asymptotic efficiency Maximum likelihood estimation. |
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