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部分线性EV回归模型中的极大经验似然估计 被引量:3

Maximum Empirical Likelihood Estimator in a Partially Linear Errors-in-variables Regression Model
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摘要 针对带有协变量误差的部分线性回归模型的估计问题,利用经验似然方法,在一定条件下,证明了所得到的未知参数的极大经验似然估计具有渐近正态性.同时获得了非参数估计的最优收敛速度O_P(n^(-1/3)). Aim at the estimation of a partially linear regression model with errors in covariables, by using the empirical likelihood method, the proposed maximum empirical likelihood estimators of unknown parameters are proved to be asymptotically normal under some conditions. Furthermore, the authors also achieve the optimal convergence rate Op(n^ -1/3) of the nonparametric estimator.
出处 《北京工业大学学报》 CAS CSCD 北大核心 2006年第7期667-672,共6页 Journal of Beijing University of Technology
基金 国家自然科学基金(10571008) 北京市教育委员会科技发展计划资助项目(KM200510005009).
关键词 部分线性回归模型 经验似然 渐近正态性 收敛速度 partially linear regression model empirical likelihood asymptotic normality convergence rate
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参考文献14

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