摘要
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.
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.
出处
《应用概率统计》
CSCD
北大核心
2010年第2期138-150,共13页
Chinese Journal of Applied Probability and Statistics
基金
supported by the Natural Sciences Foundations of China(10771107)
Tianjin(07JCYBJC04 300)
关键词
多元回归
部分线性模型
B-样条
渐近正态
Multivariate regression
partially linear model
B-spline
asymptotic normality
