一个半参数可加模型中渐近性的一点注记  

A Note on Asymptotics in a Semiparametric Additive Model

作　　者：梁华[1] 

机构地区：[1]中国科学院系统所

出　　处：《应用数学》1996年第3期328-330,共3页Mathematica Applicata

摘　　要：假设是一组光滑未知的函数，β＝（β１，…，βｐ）τｐ×１待估向量，ε是具有均值为０，方差为σ２的随机变量，基于模型我们构造了β的渐近正态估计以及具有收敛速度１／３的ｇ的估计．Suppose that Y Here g is a smooth but unknown function, is a P× 1 parameter vector to be estimated and i is an random error with zero 0 andvariance f. A class of asymptotically normal estimators of β are diredtly constructed based on themodel . A class of estimators of g having convergence rate 1/3 are also constructed.

关 键 词：半参数可加模型 渐近正态性 随机变量 估计 

分 类 号：O212.1[理学—概率论与数理统计]