KMS Of Academy of mathematics and systems sciences, CAS
preciseasymptoticsoferrorvarianceestimatorinpartiallylinearmodels | |
Shaojun Guo1; Min Chen1; Feng Liu2 | |
2008 | |
发表期刊 | actamathematicaeapplicataesinica |
ISSN | 0168-9673 |
卷号 | 24期号:1页码:59 |
摘要 | In this paper, we focus our attention on the precise asymptotics of error variance estimator in partially linear regression models, y i = x_i~τ β + g(t_ i ) + ε_i , 1 ≤ i ≤ n, {ε i , i = 1, ..., n} are i.i.d random errors with mean 0 and positive finite variance σ 2. Following the ideas of Allan Gut and Aurel SpAtaru~(7,8) and Zhang21 |
语种 | 英语 |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/42153 |
专题 | 应用数学研究所 |
作者单位 | 1.中国科学院数学与系统科学研究院 2.Department of Statistics, Chongqing Institute of Technology |
推荐引用方式 GB/T 7714 | Shaojun Guo,Min Chen,Feng Liu. preciseasymptoticsoferrorvarianceestimatorinpartiallylinearmodels[J]. actamathematicaeapplicataesinica,2008,24(1):59. |
APA | Shaojun Guo,Min Chen,&Feng Liu.(2008).preciseasymptoticsoferrorvarianceestimatorinpartiallylinearmodels.actamathematicaeapplicataesinica,24(1),59. |
MLA | Shaojun Guo,et al."preciseasymptoticsoferrorvarianceestimatorinpartiallylinearmodels".actamathematicaeapplicataesinica 24.1(2008):59. |
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