L1-Norm Estimation and Random Weighting Method in a Semiparametric Model

CSpace

	L1-Norm Estimation and Random Weighting Method in a Semiparametric Model
其他题名	L1-Norm Estimation and Random Weighting Method in a Semiparametric Model
	Xue Liugen 1; Zhu Lixing 2
	2005
发表期刊	应用数学学报：英文版
ISSN	0168-9673
卷号	21.0 期号:002 页码:295-302
摘要	In this paper, the L1-norm estimators and the random weighted statistic for a semiparametric regression model are constructed, the strong convergence rates of estimators are obtain under certain conditions, the strong efficiency of the random weighting method is shown. A simulation study is conducted to compare the L1-norm estimator with the least square estimator in term of approximate accuracy, and simulation results are given for comparison between the random weighting method and normal approximation method.
其他摘要	In this paper, the L1-norm estimators and the random weighted statistic for a semiparametric regression model are constructed, the strong convergence rates of estimators are obtain under certain conditions, the strong efficiency of the random weighting method is shown. A simulation study is conducted to compare the L1-norm estimator with the least square estimator in term of approximate accuracy, and simulation results are given for comparison between the random weighting method and normal approximation method.
关键词	L1-范式估计随机加权法半参数回归模型数理统计
收录类别	CSCD
语种	中文
CSCD记录号	CSCD:2208477
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/54339
专题	中国科学院数学与系统科学研究院
作者单位	1.北京工业大学 2.中国科学院数学与系统科学研究院
推荐引用方式 GB/T 7714	Xue Liugen,Zhu Lixing. L1-Norm Estimation and Random Weighting Method in a Semiparametric Model[J]. 应用数学学报：英文版,2005,21.0(002):295-302.
APA	Xue Liugen,&Zhu Lixing.(2005).L1-Norm Estimation and Random Weighting Method in a Semiparametric Model.应用数学学报：英文版,21.0(002),295-302.
MLA	Xue Liugen,et al."L1-Norm Estimation and Random Weighting Method in a Semiparametric Model".应用数学学报：英文版 21.0.002(2005):295-302.