| 一类变系数模型局部最小二乘估计的重对数律 |
| |
| 引用本文： | 张荣强,余 波,董 宁.一类变系数模型局部最小二乘估计的重对数律[J].湖南工业大学学报,2010,24(2):27-29. |
| |
| 作者姓名： | 张荣强 余 波 董 宁 |
| |
| 作者单位： | 湖南工业大学,理学院,湖南,株洲,412008 |
| |
| 摘 要： | 考虑一类变系数模型,保持第p项系数函数不动而对前p-1项系数函数在t0点展开,得到了部分线性模型的近似形式。基于半参数回归模型的方法,建立了局部最小二乘估计量,在一定合适的条件下讨论了估计量收敛到真实参数速度的重对数律。
|
| 关 键 词： | 重对数律 局部最小二乘 变系数模型 |
| 收稿时间： | 8/6/2009 12:00:00 AM |
The Laws of Iterated Logarithm of Local Least Square Estimators
in A Class of Varing-Cofficient Model |
| |
| Zhang Rongqiang,Yu Bo and Dong Ning.The Laws of Iterated Logarithm of Local Least Square Estimators
in A Class of Varing-Cofficient Model[J].Journal of Hnnnan University of Technology,2010,24(2):27-29. |
| |
| Authors: | Zhang Rongqiang Yu Bo and Dong Ning |
| |
| Affiliation: | School of Science, Hunan University of Technology;School of Science, Hunan University of Technology;School of Science, Hunan University of Technology |
| |
| Abstract: | Considers a class of varing-coefficient model.By keeping the p-th function coefficient remained,expands first p-1 function coefficients at t0 and obtains the approximate form of the partly linear model.Based on the method of semiparametric regression model,establishes the local least square estimators.Then discusses the laws of iterated logarithm of the proposed estimators under some conditions. |
| |
| Keywords: | laws of iterated logarithm local least square method varing-coefficient model |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
| 点击此处可从《湖南工业大学学报》浏览原始摘要信息 |
|
点击此处可从《湖南工业大学学报》下载全文 |
|
