固定设计下半参数回归模型估计的强相合性

胡舒合

数学学报 ›› 1994, Vol. 37 ›› Issue (3) : 393-401.

数学学报 ›› 1994, Vol. 37 ›› Issue (3) : 393-401. DOI: 10.12386/A1994sxxb0050
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固定设计下半参数回归模型估计的强相合性

    胡舒合
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Strong Consistency of a Semiparametric Regression Estimate Under Fixed Design

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摘要

对于半参数模型yi(T)=βxi(T)+g(ti(T))+εi(T),本文综合最小二乘和一般的非参数估计方法,定义了β,g的估计量βT,gT,在适当条件下证明了它们的强相合性,

Abstract

For semiparametric regression modelyi(T)=βxi(T)+g(ti(T))+εi(T),we use the least squares and usual nonparametric method to define the estimates βT and gT for β and g, and obtain its strong consistency under suitable conditions.

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强相合性 / 半参数回归模型

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胡舒合. 固定设计下半参数回归模型估计的强相合性. 数学学报, 1994, 37(3): 393-401 https://doi.org/10.12386/A1994sxxb0050
Strong Consistency of a Semiparametric Regression Estimate Under Fixed Design. Acta Mathematica Sinica, Chinese Series, 1994, 37(3): 393-401 https://doi.org/10.12386/A1994sxxb0050

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