摘要
研究误差为渐近几乎负相依序列的部分线性模型的性质.利用最小二乘法和非参数加权的估计方法,得到参数、非参数和误差方差的估计,并在合适的条件下得到这些估计量的弱相合性,推广了误差为负相依序列的部分线性模型的相关结论.
A partial linear regression model with asymptotically almost negatively associated (AANA)random error is studied.Based on the weight function and least squares estimate method,estimators of parameter,nonparameter and error variance are obtained and their weak consistencies under some suitable conditions are discussed.The corresponding conclusion about a partial linear regression model with negatively associated (NA)random error is generalized.
出处
《纺织高校基础科学学报》
CAS
2016年第1期47-54,共8页
Basic Sciences Journal of Textile Universities
基金
国家自然科学基金资助项目(11471105
11471223)
关键词
部分线性模型
渐近几乎负相依
弱相合性
partial linear regression model
asymptotically almost negatively associated(AANA)
weak consistency
