半参数回归模型独立情形的分离法估计  

On separated estimation for semiparametric regression model under independent case

作　　者：陈乃辉[1] 

机构地区：[1]中央财经大学应用数学学院,北京100081

出　　处：《纯粹数学与应用数学》2009年第4期654-664,685,共12页Pure and Applied Mathematics

摘　　要：对半参数回归模型,用L2最佳逼近加矩估计的方法,推出其非参数部分的依L2与强相合联合收敛意义下的估计,及参数部分的强相合与相合渐近正态估计,并设计实行了一个模拟实验.By using method of best approximation moment estimate, the estimate of non-parameter section for semiparametric regression model is put out and its kind achieve the join of L2 convergence and strong consistent, the estimate of parameter section for the model is put out and its kind achieve strong consistent and consistent asymptotic normality. Lastly, a analog experiment is designed and practised.

关 键 词：半参数回归模型 随机函数逼近 矩估计 相合渐近正态性 

分 类 号：O212[理学—概率论与数理统计]