| 部分线性模型M估计的弱收敛性 |
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| 引用本文： | 王丽,徐刚.部分线性模型M估计的弱收敛性[J].太原理工大学学报,2007,38(5):452-454. |
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| 作者姓名： | 王丽 徐刚 |
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| 作者单位： | 太原理工大学,理学院,山西,太原,030024 |
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| 摘 要： | 为得到部分线性模型中未知函数和未知系数的稳健估计,讨论了部分线性模型的M估计,用局部线性方法给出常系数的初估计,再用平均方法给出常系数的M估计,用两步方法给出函数系数的M估计,并进一步证明了未知函数和参数估计的弱一致性。
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| 关 键 词： | 部分线性模型 M估计 局部线性 弱一致性 |
| 文章编号： | 1007-9432（2007）05-0452-03 |
| 修稿时间： | 2006-07-06 |
The Weak Consistence of M-Estimation on Partial Linear Models |
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| WANG Li,XU Gang.The Weak Consistence of M-Estimation on Partial Linear Models[J].Journal of Taiyuan University of Technology,2007,38(5):452-454. |
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| Authors: | WANG Li XU Gang |
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| Institution: | College of Sciences of TUT, Taiyuan 030024,China |
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| Abstract: | The weak consistences of M-estimation on partial linear models are studied in this paper.The estimators of parametric component on partial linear models are developed by local M-estimation method and average method,the estimator of nonparametric component is given by two step estimation.Further more weak consistences of these estimators are investigated. |
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| Keywords: | partial linear models M-estimation local linear weak consistence |
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