Large sample theory of the estimation of the error distribution for a semiparametric model

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	Large sample theory of the estimation of the error distribution for a semiparametric model
	Liang, H ; Hardle, W
	1999
发表期刊	COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
ISSN	0361-0926
卷号	28 期号:9 页码:2025-2036
摘要	The paper studies large sample theory of estimators of the error distribution for the semiparametric model Y = X(T)beta + g(T) + epsilon. Under appropriate conditions, we prove that the estimators converge in probability, converge almost surely and converge uniformly almost surely. Asymptotic normality and the rates of convergence of the estimators are also investigated. Finally we establish the law of the iterated logarithm for the estimators.
关键词	weak strong consistency uniformly strong consistency rates of convergence asymptotic normality law of the iterated logarithm semiparametric model
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000082128200001
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/14154
专题	中国科学院数学与系统科学研究院
作者单位	1.Chinese Acad Sci, Inst Syst Sci, Beijing 100080, Peoples R China 2.Humboldt Univ, Inst Stat & Okonometrie, D-10178 Berlin, Germany
推荐引用方式 GB/T 7714	Liang, H,Hardle, W. Large sample theory of the estimation of the error distribution for a semiparametric model[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,1999,28(9):2025-2036.
APA	Liang, H,&Hardle, W.(1999).Large sample theory of the estimation of the error distribution for a semiparametric model.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,28(9),2025-2036.
MLA	Liang, H,et al."Large sample theory of the estimation of the error distribution for a semiparametric model".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 28.9(1999):2025-2036.