| 鞅差误差序列下半参数EV回归模型的近邻估计 |
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| 引用本文： | 谭星.鞅差误差序列下半参数EV回归模型的近邻估计[J].数学杂志,2008,28(2):203-208. |
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| 作者姓名： | 谭星 |
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| 作者单位： | 武汉大学数学与统计学院,湖北武汉,430072 |
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| 摘 要： | 本文研究了误差为鞅差序列的条件下的一维半参数EV回归模型.利用两步估计的方法构造了参数分量和非参数分量的近邻估计,并且分别证明了估计量的L2相合性和强相合性,从而推广了在普通半参数回归模型已有的相关结论.
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| 关 键 词： | 半参数回归模型 EV 模型 近邻估计 鞅差序列 相合性 鞅差序列 误差序列 半参数回归模型 近邻估计 CASE SEQUENCE MARTINGALE DIFFERENCE ERROR REGRESSION MODEL VARIABLES ESTIMATOR 相关 强相合性 估计量 别证 非参数 分量 方法构造 两步估计 利用 一维 |
| 文章编号： | 0255-7797（2008）02-0203-06 |
| 收稿时间： | 2005-10-13 |
| 修稿时间： | 2006-04-19 |
THE NEAR NEIGHBOR ESTIMATOR IN SEMI-PARAMETRIC AND ERROR IN VARIABLES REGRESSION MODEL UNDER THE MARTINGALE DIFFERENCE ERROR SEQUENCE CASE |
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| TAN Xing.THE NEAR NEIGHBOR ESTIMATOR IN SEMI-PARAMETRIC AND ERROR IN VARIABLES REGRESSION MODEL UNDER THE MARTINGALE DIFFERENCE ERROR SEQUENCE CASE[J].Journal of Mathematics,2008,28(2):203-208. |
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| Authors: | TAN Xing |
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| Abstract: | In this paper, under martingale difference error sequence, the one dimensional semi- parametric and error in variables regression model is studied. By the two steps method, the inadequate near neighbor estimators of both parameter and non-parameter are established. Moreover, the consistency of these estimators are proved respectively, which extends the existed results under the normal semi-parametric regression model. |
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| Keywords: | semi-parametric regression model error in variables regression model near neighbor extimator martingale difference error sequence consistency |
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