| 半参数回归模型的稳健补偿最小二乘估计 |
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| 引用本文： | 胡宏昌.半参数回归模型的稳健补偿最小二乘估计[J].数学杂志,2008,28(5). |
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| 作者姓名： | 胡宏昌 |
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| 作者单位： | 湖北师范学院数学系,湖北,黄石,435002 |
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| 基金项目： | 湖北省教育厅大科研项目 |
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| 摘 要： | 本文研究了一类半参数回归模型，利用稳健补偿最小二乘估计法，得到了稳健补偿最小二乘估计量，以及它们的影响函数及渐近方差一协方差，对结果的分析表明了该法优于补偿最小二乘法，而且具有稳定性．
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| 关 键 词： | 半参数回归模型 稳健补偿最小二乘估计 影响函数 渐近方差-协方差 |
ROBUST PENALIZED LEAST SQUARES ESTIMATION FOR A SEMIPARAMETRIC REGRESSION MODEL |
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| HU Hong-chang.ROBUST PENALIZED LEAST SQUARES ESTIMATION FOR A SEMIPARAMETRIC REGRESSION MODEL[J].Journal of Mathematics,2008,28(5). |
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| Authors: | HU Hong-chang |
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| Abstract: | In this paper, we consider a semiparametric regression model. By the robust penalized least squares estimate method, the robust penalized least squares estimators are given, and their influence functions and asymptotic variance-covariance matrixes are investigated. A simulated example shows that the method is excels the penalized least squares method, and has robustness. |
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| Keywords: | Semiparametric regression model Robust penalized least squares estimate Influence function Asymptotic variance-covariance |
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