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Convergence rates of MLE in a partly linear model

Convergence rates of MLE in a partly linear model
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摘要 This paper considers the estimation for a partly linear model with case 1 interval censored data.We assume that the error distribution belongs to a known family of scale distributions with an unknown scaleparameter. The sieve maximum likelihood estimator (MLE) for the model's parameter is shown to be stronglyconsistent, and the convergence rate of the estimator is obtained and discussed. This paper considers the estimation for a partly linear model with case 1 interval censored data. We assume that the error distribution belongs to a known family of scale distributions with an unknown scale parameter. The sieve maximum likelihood estimator (MLE) for the model’s parameter is shown to be strongly consistent, and the convergence rate of the estimator is obtained and discussed.
作者 薛宏旗
出处 《Science China Mathematics》 SCIE 2002年第11期1398-1407,共10页 中国科学:数学(英文版)
基金 the National Natural Science Foundation of China(Grant No. 19631040).
关键词 partly linear model case 1 INTERVAL censored data SIEVE MLE STRONG consistency convergence rate. partly linear model case 1 interval censored data sieve MLE strong consistency convergence rate
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参考文献4

  • 1Qihua Wang,Zhongguo Zheng.Asymptotic properties for the semiparametric regression model with randomly censored data[J].Science in China Series A: Mathematics.1997(9)
  • 2Huang,J.Efficient estimation for the proportional hazards model with interval censoring[].The Annals of Statistics.1996
  • 3Ossiander,M.A central limit theorem under metric entropy with L2 bracketing[].Annals of Applied Probability.1997
  • 4Chen,H.Convergence rates for parametric components in a partly linear model[].The Annals of Statistics.1988

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