NA误差下半参数回归模型估计的相合性(英文)  

CONSISTENCY ESTIMATE FOR SEMIPARAMETRIC REGRESSION MODEL WITH NEGATIVELY ASSOCIATED ERROR'S STRUCTURE

作　　者：牛司丽[1] 刘雅妹[2] 

机构地区：[1]同济大学应用数学系,上海200092 [2]平顶山工学院基础科学系,河南467001

出　　处：《数学杂志》2003年第2期213-217,共5页Journal of Mathematics

基　　金：SupportedbytheNationalNaturalScienceFoundationofChina(10171079)

摘　　要：对半参数回归模型:Y(xin,tin)=tinb+g(xin)+e(xin),1≤j≤m,1≤i≤n,本文在NA相依样本下讨论了g的加权估计及b的最小二乘估计的强相合性与r(>2)阶平均相合性。For semiparametric regression model Y(x, t)=tb+g(x)+e(x), when the errors e(x) are negatively associated random errors, we study the strong consistency and rth mean (r > 2) consistency for the estimators b and g(x) of b and g, respectively. The results of Hu on independent random errors are extended and the restrictions for weight function W(x) are weakened.

关 键 词：NA样本 半参数回归模型 强相合性 平均相合性 

分 类 号：O224[理学—运筹学与控制论]