| 一类半参数回归模型的渐近正态性 |
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| 引用本文： | 姜玉英. 一类半参数回归模型的渐近正态性[J]. 北京印刷学院学报, 2009, 17(2): 70-71 |
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| 作者姓名： | 姜玉英 |
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| 作者单位： | 北京印刷学院,基础部,北京,102600 |
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| 摘 要： | 半参数回归模型（包括部分线性回归模型）是当今统计学界研究的热点课题之一,研究了一类基于网点观测的部分线性回归模型,利用最小二乘法给出了未知参数和误差方差的估计,在一般条件下,证明了估计量的渐近正态性。
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| 关 键 词： | 网点观测 半参数 渐近正态性 |
The Asymptotic Normality of a Type of Semiparametric Regression Models |
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| JIANG Yu-Ying. The Asymptotic Normality of a Type of Semiparametric Regression Models[J]. Journal of Beijing Institute of Graphic Communication, 2009, 17(2): 70-71 |
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| Authors: | JIANG Yu-Ying |
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| Affiliation: | The Basic Department;Beijing Institute of Graphic Communication;Beijing 102600;China |
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| Abstract: | The semiparametric regression model(including the partially linear regression model) is one of the hot issues to be discussed in contemporary statistics.In this paper,a type of net-point partially linear regression model is studied.Least square estimators of the unknown parameter and the error variance are given.Under some common conditions,the asymptotic normality of the proposed statistics for the unknown parameters is derived. |
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| Keywords: | net-point semiparametric asymptotic normality |
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