| 误差为鞅差序列的半参数回归模型估计的相合性 |
| |
| 引用本文： | 凌能祥.误差为鞅差序列的半参数回归模型估计的相合性[J].大学数学,1999(2). |
| |
| 作者姓名： | 凌能祥 |
| |
| 作者单位： | 合肥工业大学 |
| |
| 摘 要： | 设半参数回归模型Ｙ（ｎ）ｉ＝β·ｘ（ｎ）ｉ＋ｇ（ｔ（ｎ）ｉ）＋Ｅ（ｎ）ｉ，ｉ＝１，２，…，ｎ，本文由最小二乘法和一般加权方法定义的β、ｇ（ｔ）的估计量βｎ，ｇｎ（ｔ），在误差为鞅差序列下获得了βｎ，ｇｎ（ｔ）的ｒ（≥２）阶平均相合性．
|
| 关 键 词： | 半参数回归模型 鞅差序列 r阶平均相合 |
On Consistencey of a Semiparametric Regression Estimate under Martingale Difference Sequence |
| |
| Ling Nengxiang.On Consistencey of a Semiparametric Regression Estimate under Martingale Difference Sequence[J].College Mathematics,1999(2). |
| |
| Authors: | Ling Nengxiang |
| |
| Abstract: | Considered Semiparametric regression model Y (n) i=β·X (n) i+g(t (n) i)+ε (n) i , We use the least squares and usual weighted method to define the estimates n and n for β and g and obtain its r(≥2) th mean consistencey under martingale difference sequence. |
| |
| Keywords: | Semiparametric regression model martingale difference sequence r (≥2) th mean consistencey |
| 本文献已被 CNKI 等数据库收录！ |
