Convergence rates of MLE in a partly linear model  

作　　者：薛宏旗 

出　　处：《Science China Mathematics》2002年第11期1398-1407,共10页中国科学：数学（英文版）

基　　金：the National Natural Science Foundation of China(Grant No. 19631040).

摘　　要：This paper considers the estimation for a partly linear model with case 1 interval censored data.We assume that the error distribution belongs to a known family of scale distributions with an unknown scaleparameter. The sieve maximum likelihood estimator (MLE) for the model's parameter is shown to be stronglyconsistent, and the convergence rate of the estimator is obtained and discussed.This paper considers the estimation for a partly linear model with case 1 interval censored data. We assume that the error distribution belongs to a known family of scale distributions with an unknown scale parameter. The sieve maximum likelihood estimator (MLE) for the model’s parameter is shown to be strongly consistent, and the convergence rate of the estimator is obtained and discussed.

关 键 词：partly linear model  case 1 INTERVAL censored data  SIEVE MLE  STRONG consistency convergence rate. 

分 类 号：O212[理学—概率论与数理统计]