| 部分线性变系数EV模型估计的渐近正态性 |
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| 引用本文： | 冯三营,牛惠芳. 部分线性变系数EV模型估计的渐近正态性[J]. 河南科技大学学报(自然科学版), 2011, 32(2): 83-87,112 |
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| 作者姓名： | 冯三营 牛惠芳 |
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| 作者单位： | 洛阳师范学院数学科学学院,河南洛阳,471022 |
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| 基金项目： | 河南省科技攻关项目(082102210091); 洛阳师范学院青年基金项目(2010-QNJJ-001) |
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| 摘 要： | 研究非参数部分带有测量误差(EV)的部分线性变系数模型,综合局部纠偏方法和Profile最小二乘估计方法定义了模型中未知参数和系数函数的估计,并在适当条件下证明了它们的渐近性质,最后通过数值模拟研究了所提估计方法在有限样本下的实际表现。
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| 关 键 词： | 部分线性变系数模型 测量误差 局部纠偏 profile最小二乘 渐近正态性 |
Asymptotic Normality of Estimators for Partially Linear Varying Coefficient Errors-in-Variables Models |
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| FENG San-Ying,NIU Hui-Fang. Asymptotic Normality of Estimators for Partially Linear Varying Coefficient Errors-in-Variables Models[J]. Journal of Henan University of Science & Technology:Natural Science, 2011, 32(2): 83-87,112 |
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| Authors: | FENG San-Ying NIU Hui-Fang |
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| Affiliation: | FENG San-Ying,NIU Hui-Fang (College of Mathematics & Science,Luoyang Normal University,Luoyang 471022,China) |
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| Abstract: | In this paper,the partially linear varying coefficient models with measurement error in the nonparametic part were considered.The profile least-squares estimator for the unknown parameter and coefficient function are obtained by local linear regression technique.The asymptotic normality of the proposed estimators is proved under some appropriate conditions.Finite sample performance of the proposed method is illustrated by simulation. |
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| Keywords: | Partially linear varying coefficient models Errors-in-variables Local bias-corrected Profile least-squares Asymptotic normality |
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