Asymptotically linear estimation in a generalized linear model

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	Asymptotically linear estimation in a generalized linear model
	Liang, H; Zou, GH
	1996
发表期刊	COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
ISSN	0361-0926
卷号	25 期号:5 页码:937-945
摘要	Suppose that Y = f(X(tau)beta)+epsilon Here f is a smooth but unknown function, beta is a k x 1 parameter vector to be estimated and epsilon(i) is a random error with mean 0 and variance sigma(2). The asymptotically linear estimator of beta is constructed based on the model Y-i = f(X(i)(tau)beta)+epsilon(i), i = 1 ... n, when the density functions of epsilon and X are unknown.
关键词	asymptotically linear estimation asymptotic efficiency semiparametric model generalized linear model
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:A1996UE42500003
出版者	MARCEL DEKKER INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/13197
专题	中国科学院数学与系统科学研究院
作者单位	ACAD SINICA, INST SYST SCI, BEIJING 100080, PEOPLES R CHINA
推荐引用方式 GB/T 7714	Liang, H,Zou, GH. Asymptotically linear estimation in a generalized linear model[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,1996,25(5):937-945.
APA	Liang, H,&Zou, GH.(1996).Asymptotically linear estimation in a generalized linear model.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,25(5),937-945.
MLA	Liang, H,et al."Asymptotically linear estimation in a generalized linear model".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 25.5(1996):937-945.