| 半参数测量误差模型中参数的随机加权估计 |
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| 引用本文： | 姜荣,钱伟民,周占功.半参数测量误差模型中参数的随机加权估计[J].同济大学学报(自然科学版),2011,39(5):768-772. |
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| 作者姓名： | 姜荣 钱伟民 周占功 |
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| 作者单位： | 1. 同济大学应用数学系,上海,200092
2. 嘉兴学院统计系,浙江嘉兴,314001 |
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| 摘 要： | 给出了半参数测量误差模型中参数的随机加权最小二乘估计.讨论了用随机加权方法逼近最小二乘估计的分布,证明这种逼近是以概率1渐近有效的,并用模拟例子验证了提出方法的有效性.
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| 关 键 词： | 半参数测量误差模型 渐近正态性 随机加权最小二乘估计 |
| 收稿时间： | 2010/2/23 0:00:00 |
| 修稿时间： | 3/1/2011 8:57:27 PM |
Randomly Weighted Estimators for Parametric Component in Semi-linear Errors-in-variables Models |
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| JIANG Rong,QIAN Weimin and ZHOU Zhangong.Randomly Weighted Estimators for Parametric Component in Semi-linear Errors-in-variables Models[J].Journal of Tongji University(Natural Science),2011,39(5):768-772. |
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| Authors: | JIANG Rong QIAN Weimin and ZHOU Zhangong |
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| Institution: | tongji university,Department of Mathematics, Tongji University |
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| Abstract: | In this paper, we consider the random weighted least square estimator for the parametric component in semi-linear errors-in-variables models. The random weighted method is used to approximate the distribution of the least square estimators, and it is
demonstrated that the approximation is asymptotically valid with probability one. Finally, simulated example is given to illustrate the performance of the proposed method. |
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| Keywords: | semi-linear EV models asymptotic normality properties r randomly weighted least square estimator |
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