| 一类半参数模型的正交级数及最小二乘估计 |
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| 引用本文： | 秦更生.一类半参数模型的正交级数及最小二乘估计[J].四川大学学报(自然科学版),1993,31(1):1-6. |
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| 作者姓名： | 秦更生 |
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| 作者单位： | 四川大学数学系 |
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| 基金项目： | 国家自然科学基金资助项目 |
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| 摘 要： | 考虑半参数回归模型Y_i=X_iβ+g(X_iβ)+e_i,i=1,…,n。用正交级数和最小二乘法构造了β和g的估计β和g,证明β和g的强相合性,并把此结果应用于截断回归模型=Xβ+e,e～F(未知)中未知参数β和误差分布F的估计.
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| 关 键 词： | 半参数 回归模型 正交级数 |
THE ORTHOGONAL SERIES AND THE LEAST SQUARES ESTIMATION OF A CLASS OF SEMIPARAMETRIC MODELS |
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| Qin Gengsheng.THE ORTHOGONAL SERIES AND THE LEAST SQUARES ESTIMATION OF A CLASS OF SEMIPARAMETRIC MODELS[J].Journal of Sichuan University (Natural Science Edition),1993,31(1):1-6. |
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| Authors: | Qin Gengsheng |
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| Institution: | Department of Mathematics |
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| Abstract: | We considered the semiparametric regression model n, Using the orthogonal series and the method of least squares,constructed estimations B and g* of B and g , proved the strong consistincy of 3 and g ' ,and applied those results to estimating B and the error distribution F in the truncated regression model Y = XB + e,e,e - F (unknown). |
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| Keywords: | semiparametric regression models strong consistency error distribution least squares estimation orthogonal series |
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