摘要
本文研究了一类半参数回归模型,利用稳健补偿最小二乘估计法,得到了稳健补偿最小二乘估计量,以及它们的影响函数及渐近方差-协方差,对结果的分析表明了该法优于补偿最小二乘法,而且具有稳定性.
In this paper, we consider a semiparametric regression model. By the robust penalized least squares estimate method, the robust penalized least squares estimators are given,and their influence functions and asymptotic variance-covariance matrixes are investigated. A simulated example shows that the method is excels the penalized least squares method, and hasrobustness.
出处
《数学杂志》
CSCD
北大核心
2008年第5期493-498,共6页
Journal of Mathematics
基金
Scientific Research Itemof Education Office,Hubei(No.Q200622001)
关键词
半参数回归模型
稳健补偿最小二乘估计
影响函数
渐近方差-协方差
Semiparametric regression model
Robust penalized least squares estimate
Influence function
Asymptotic variance-covariance
