KMS Of Academy of mathematics and systems sciences, CAS
Precise asymptotics of error variance estimator in partially linear models | |
Guo, Shao-jun1; Chen, Min1; Liu, Feng2 | |
2008 | |
发表期刊 | ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES |
ISSN | 0168-9673 |
卷号 | 24期号:1页码:59-74 |
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)(tau)beta + g(t(i)) + epsilon(i), 1 <= i <= n, {epsilon(i), i, ... , n} are i.i.d random errors with mean 0 and positive finite variance sigma(2). Following the ideas of Allan Gut and Aurel Spataru([7,8]) and Zhang([21]), on precise asymptotics in the Baum-Katz and Davis laws of large numbers and precise rate in laws of the iterated logarithm, respectively, and subject to some regular conditions, we obtain the corresponding results in partially linear regression models. |
关键词 | precise asymptotics partially linear models error variance estimator |
语种 | 英语 |
WOS研究方向 | Mathematics |
WOS类目 | Mathematics, Applied |
WOS记录号 | WOS:000255159000006 |
出版者 | SPRINGER HEIDELBERG |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/6367 |
专题 | 应用数学研究所 |
通讯作者 | Guo, Shao-jun |
作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Chongqing Inst Technol, Dept Stat, Chongqing 630000, Peoples R China |
推荐引用方式 GB/T 7714 | Guo, Shao-jun,Chen, Min,Liu, Feng. Precise asymptotics of error variance estimator in partially linear models[J]. ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,2008,24(1):59-74. |
APA | Guo, Shao-jun,Chen, Min,&Liu, Feng.(2008).Precise asymptotics of error variance estimator in partially linear models.ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,24(1),59-74. |
MLA | Guo, Shao-jun,et al."Precise asymptotics of error variance estimator in partially linear models".ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES 24.1(2008):59-74. |
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