摘要
讨论了部分线性回归模型的一步局部M-估计。用一步局部M-估计给出未知函数估计。用平均方法给出参数估计,并证明回归函数和其导函数的弱一致性和联合正态性。
In the paper the robust one-step local M-estimates of the unknown function and the unknown parameters of the partial linear models are discussed.The estimators of parametric component on partial linear models are developed by one-step local M-estimation method and average method,the estimators of nonparametric component are given by one-step M-estimation.And weak consistences and asymptotic properties of these estimators are investigated.
出处
《太原理工大学学报》
CAS
北大核心
2008年第S2期295-298,共4页
Journal of Taiyuan University of Technology
