应用概率统计
應用概率統計
응용개솔통계
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS
2010年
2期
138-150
,共13页
多元回归%部分线性模型%B-样条%渐近正态
多元迴歸%部分線性模型%B-樣條%漸近正態
다원회귀%부분선성모형%B-양조%점근정태
Multivariate regression%partially linear model%B-spline%asymptotic normality
本文考虑多元部分线性回归模型的估计问题,得到了该模型参数的最小二乘估计和非参数函数的B-样条估计,并证明了参数估计的渐近正态性,给出了非参数函数估计的最优收敛速度.
本文攷慮多元部分線性迴歸模型的估計問題,得到瞭該模型參數的最小二乘估計和非參數函數的B-樣條估計,併證明瞭參數估計的漸近正態性,給齣瞭非參數函數估計的最優收斂速度.
본문고필다원부분선성회귀모형적고계문제,득도료해모형삼수적최소이승고계화비삼수함수적B-양조고계,병증명료삼수고계적점근정태성,급출료비삼수함수고계적최우수렴속도.
A multivariate partially linear model is considered in this paper. The B-spline least squares estimator for both the parametric and the noparametric components is proposed. Moreover, we investigate the the asymptotic normality of the estimator of the parametric component and the convergence rate of the estimator of nonparametric function.
