| 线性过程误差下的半参数回归模型 |
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| 引用本文： | 凌能祥.线性过程误差下的半参数回归模型[J].安徽大学学报(自然科学版),2004,28(4):15-18. |
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| 作者姓名： | 凌能祥 |
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| 作者单位： | 合肥工业大学,理学院,安徽,合肥,230009 |
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| 基金项目： | 合肥工业大学校科研和教改项目 |
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| 摘 要： | 对半参数回归模型:Yni=β·tni+g(xni)+εni,1≤i≤n。本文利用最小二乘法和一般非参数统计方法,定义β,g的估计量^βn,gn,在误差为一般弱平稳线性过程序列时,获得了^βn,gn的相合性及r阶矩相合性。
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| 关 键 词： | 半参数回归模型 线性过程序列 强相合 r阶矩相合 鞅差 |
| 文章编号： | 1000-2162(2004)04-0015-04 |
Semiparametric regression model with linear process errors |
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| LING Neng-xiang.Semiparametric regression model with linear process errors[J].Journal of Anhui University(Natural Sciences),2004,28(4):15-18. |
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| Authors: | LING Neng-xiang |
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| Abstract: | Considering semiparametric regression model with a liner process enors Y_(ni0=(β·t_(ni0+g(x_(ni0)+ε_(ni0,1≤i≤n0,we used the least square and usual non parametric methods to define the estimates ^β_n and g_n for β and g and obtained their r-th mean consistency or strong consistency under suiteble conditions. |
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| Keywords: | semi parametric regression model linear process sequence r-th mear consistency strong consisteney martingale difference |
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