PA误差下半参数回归模型估计的r-阶矩相合

J4 ›› 2013, Vol. 48 ›› Issue (1): 83-88.

PA误差下半参数回归模型估计的r-阶矩相合

李永明1, 丁立旺2

1. 上饶师范学院数学与计算机科学学院, 江西上饶 334001;
2. 广西师范学院数学科学学院, 广西南宁 530023

收稿日期:2012-03-24 出版日期:2013-01-20 发布日期:2013-01-15
作者简介:李永明(1970- ), 男, 教授, 研究方向为统计大样本理论. Email: lym1019@163.com
基金资助:
国家自然科学基金项目资助(11061029)

The r-th moment consistency of estimators for a semi-parametric regression model for positively associated errors

LI Yong-ming1, DING Li-wang2

1. College of Mathematics and Computer, Shangrao Normal University, Shangrao 334001, Jiangxi, China;
2. College of Mathematical Science, Guangxi Teachers University, Nanning 530023, Guangxi, China

Received:2012-03-24 Online:2013-01-20 Published:2013-01-15

摘要/Abstract

摘要：

对于半参数回归模型 Yni=β·tni+g(xni)+εni,1≤i≤n, 其中｛εni,1≤i≤n｝为PA相依误差,在适当的条件下, 得到未知回归函数g(x)和未知参数β估计量的r阶矩相合性。

关键词: 权函数估计; PA误差; 半参数回归模型; r-阶矩相合性

Abstract:

Considering the semiparametric regression model Yni=β·tni+g(xni)+εni, 1≤i≤n, where ｛εni, 1≤i≤n｝ are positively associated errors. Under suitable conditions, the rth moment consistency of the estimators for the unknown g(·) and β were obtained.

Key words: weighted function estimator; positively associated errors; semi-parametric regression model; r-th moment consistency

李永明1, 丁立旺2. PA误差下半参数回归模型估计的r-阶矩相合[J]. J4, 2013, 48(1): 83-88.

LI Yong-ming1, DING Li-wang2. The r-th moment consistency of estimators for a semi-parametric regression model for positively associated errors[J]. J4, 2013, 48(1): 83-88.

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