部分线性回归模型的一步局部M-估计  

One-step Local M-Estimates for the Partial Linear Models

作　　者：郭娜娜[1] 张日权[1] 

机构地区：[1]太原理工大学理学院,山西太原030024

出　　处：《太原理工大学学报》2008年第S2期295-298,共4页Journal of Taiyuan University of Technology

摘　　要：讨论了部分线性回归模型的一步局部M-估计。用一步局部M-估计给出未知函数估计。用平均方法给出参数估计,并证明回归函数和其导函数的弱一致性和联合正态性。In the paper the robust one-step local M-estimates of the unknown function and the unknown parameters of the partial linear models are discussed.The estimators of parametric component on partial linear models are developed by one-step local M-estimation method and average method,the estimators of nonparametric component are given by one-step M-estimation.And weak consistences and asymptotic properties of these estimators are investigated.

关 键 词：部分线性回归模型 一步局部M-估计 一致性 渐近正态性 

分 类 号：O212.7[理学—概率论与数理统计]