| 固定设计下一类半参数回归模型的渐近性质 |
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| 引用本文： | 胡玉琴,薛留根. 固定设计下一类半参数回归模型的渐近性质[J]. 数学的实践与认识, 2006, 36(11): 146-158 |
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| 作者姓名： | 胡玉琴 薛留根 |
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| 作者单位： | 1. 浙江财经学院数学与统计学院,浙江,杭州,310018
2. 北京工业大学应用数理学院,北京,100022 |
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| 摘 要： | 对固定设计下的一类半参数回归模型yi=xiβ+g(xi)+ei,i=1,2,…,n,综合最小二乘和非参数权函数估计方法,定义了,βg的估计量β∧n,gn∧及误差方差σ2的估计量σ2n∧.在适当条件下,证明它们具有强相合性和p(2)阶平均相合性.模拟的结果表明所得结果具有优良的性质.
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| 关 键 词： | 半参数回归模型 强相合性 p(2)阶平均相合性 |
| 修稿时间： | 2006-01-07 |
The Asymptotic Properties of a Semiparametric Regression Model Under Fixed Design |
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| HU Yu-qin,XUE Liu-gen. The Asymptotic Properties of a Semiparametric Regression Model Under Fixed Design[J]. Mathematics in Practice and Theory, 2006, 36(11): 146-158 |
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| Authors: | HU Yu-qin XUE Liu-gen |
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| Abstract: | For semiparametric regression model under fixed design y_i=x_iβ+g(x_i)+e_i,i=1,2,…,n, the paper uses the least square estimate combining with the usual nonparametric weighted method and defines the estimators _n,_n and ~2_n for _n,_n and σ~2.This paper also prove their strong consistency and pth-mean consistency under suitable conditions.The outputs of simulation show the good properties of the estimators in this paper. |
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| Keywords: | semiparametric regression model strong consistency pth-mean consistency |
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