STRONG CONVERGENCE RATES OF SEVERAL ESTIMATORS IN SEMIPARAMETRIC VARYING-COEFFICIENT PARTIALLY LINEAR MODELS

CSpace > 应用数学研究所

	STRONG CONVERGENCE RATES OF SEVERAL ESTIMATORS IN SEMIPARAMETRIC VARYING-COEFFICIENT PARTIALLY LINEAR MODELS
	Zhou Yong1,2 ; You Jinhong 2,3; Wang Xiaojing 1
	2009-09-01
发表期刊	ACTA MATHEMATICA SCIENTIA
ISSN	0252-9602
卷号	29 期号:5 页码:1113-1127
摘要	This article is concerned with the estimating problem of semiparametric varying-coefficient partially linear regression models. By combining the local polynomial and least squares procedures Fan and Huang (2005) proposed a profile least squares estimator for the parametric component and established its asymptotic normality. We further show that the profile least squares estimator can achieve the law of iterated logarithm. Moreover, we study the estimators of the functions characterizing the non-linear part as well as the error variance. The strong convergence rate and the law of iterated logarithm are derived for them, respectively.
关键词	partially linear regression model varying-coefficient profile leastsquares error variance strong convergence rate law of iterated logarithm
语种	英语
资助项目	National Natural Science Funds for Distinguished Young Scholar[70825004] ; National Natural Science Foundation of China (NSFC)[10731010] ; National Natural Science Foundation of China (NSFC)[10628104] ; National Basic Research Program[2007CB814902] ; Creative Research Groups of China[10721101] ; Leading Academic Discipline Program ; 10th five year plan of 211 Project for Shanghai University of Finance and Economics ; 211 Project for Shanghai University of Finance and Economics
WOS研究方向	Mathematics
WOS类目	Mathematics
WOS记录号	WOS:000270313100001
出版者	ELSEVIER SCIENCE 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/9042
专题	应用数学研究所
通讯作者	Zhou Yong
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Shanghai Univ Finance & Econ, Dept Stat, Shanghai 200433, Peoples R China 3.Univ N Carolina, Dept Biostat, Chapel Hill, NC USA
推荐引用方式 GB/T 7714	Zhou Yong,You Jinhong,Wang Xiaojing. STRONG CONVERGENCE RATES OF SEVERAL ESTIMATORS IN SEMIPARAMETRIC VARYING-COEFFICIENT PARTIALLY LINEAR MODELS[J]. ACTA MATHEMATICA SCIENTIA,2009,29(5):1113-1127.
APA	Zhou Yong,You Jinhong,&Wang Xiaojing.(2009).STRONG CONVERGENCE RATES OF SEVERAL ESTIMATORS IN SEMIPARAMETRIC VARYING-COEFFICIENT PARTIALLY LINEAR MODELS.ACTA MATHEMATICA SCIENTIA,29(5),1113-1127.
MLA	Zhou Yong,et al."STRONG CONVERGENCE RATES OF SEVERAL ESTIMATORS IN SEMIPARAMETRIC VARYING-COEFFICIENT PARTIALLY LINEAR MODELS".ACTA MATHEMATICA SCIENTIA 29.5(2009):1113-1127.