ON BAHADUR ASYMPTOTIC EFFICIENCY IN A SEMIPARAMETRIC REGRESSION MODEL  

作　　者：梁华 成平 

出　　处：《Acta Mathematicae Applicatae Sinica》1995年第2期172-183,共12页应用数学学报（英文版）

摘　　要：In this paper. the authors consider Bahadur asymptotic efficiency of LS estimators βof β, which is an unknown parameter vector in the semiparametric regression model Y=HTβ+g(T)+ε,where g is an unknown Holder continuous function, ε is a random error, X is a random vector in Rk, T is a random variable in [0,1], X and T are independent.In this paper. the authors consider Bahadur asymptotic efficiency of LS estimators βof β, which is an unknown parameter vector in the semiparametric regression model Y=HTβ+g(T)+ε,where g is an unknown Holder continuous function, ε is a random error, X is a random vector in Rk, T is a random variable in [0,1], X and T are independent.

关 键 词：Bahadur efficiency semiparametric model piecewise polynomial 

分 类 号：O175.12[理学—数学]