| 带有线性测量误差的半参数EV模型的估计 |
| |
| 引用本文： | 姜玉英.带有线性测量误差的半参数EV模型的估计[J].福州大学学报(自然科学版),2012,40(4):445-448. |
| |
| 作者姓名： | 姜玉英 |
| |
| 作者单位： | 北京印刷学院基础部 |
| |
| 基金项目： | 北京市教委科技计划面上资助项目(KM201210015011);北京印刷学院校级资助项目(E-b-2012-26);国家社科基金资助项目(10CTJ001) |
| |
| 摘 要： | 研究一类带有线性测量误差的半参数EV模型的估计问题.通过综合利用核光滑方法、修正最小二乘法和广义最小二乘法给出未知参数和未知函数的估计.在一般条件下,证明了未知参数估计的渐近正态性并给出了未知函数估计的收敛速度.
|
| 关 键 词： | 半参数模型 EV模型 渐近正态性 |
Estimation of a kind of semiparametric EV model with linear measurement error |
| |
| JIANG Yu-ying.Estimation of a kind of semiparametric EV model with linear measurement error[J].Journal of Fuzhou University(Natural Science Edition),2012,40(4):445-448. |
| |
| Authors: | JIANG Yu-ying |
| |
| Institution: | JIANG Yu-ying(Department of Basic Science,Beijing Institute of Graphic Communication,Beijing 102600,China) |
| |
| Abstract: | In this paper,a kind of semiparametric EV model with linear measurement error in variables is studied.The estimators of unknown parameter and unknown function are derived by kernel method,the generalized least square criterion,and the modified least square criterion.Under some mild conditions,the asymptotic normality of the estimator of unknown parameter and the rate of the weak consistency of the estimator of unknown function are derived. |
| |
| Keywords: | semiparametric model EV model asymptotic normality |
| 本文献已被 CNKI 等数据库收录！ |
| 点击此处可从《福州大学学报(自然科学版)》浏览原始摘要信息 |
| 点击此处可从《福州大学学报(自然科学版)》下载免费的PDF全文 |
