Precise asymptotics of error variance estimator in partially linear models

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	Precise asymptotics of error variance estimator in partially linear models
	Guo, Shao-jun 1; Chen, Min1 ; Liu, Feng 2
	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.