摘要
本文讨论部分线性回归模型的M-估计.用局部线性方法给出未知函数的M-估 计,用两步估计方法给出参数的M-估计.进一步证明了未知函数的M-估计的弱一致性 和渐近正态性,参数的M-估计的弱一致性.
In the paper the robust M-estimates of the unknown function and the unknown parameter of the partial linear models are discussed. The robust M-estimate of the unknown function is proposed by local linear method, and the robust M-estimate of the unknown parameter by tow step method. The weak consistence and the asymptotic normality of the robust M-estimate of the unknown function are given, and the weak consistence of the robust M-estimate of the unknown parameter is established.
出处
《应用数学学报》
CSCD
北大核心
2005年第1期151-157,共7页
Acta Mathematicae Applicatae Sinica
基金
国家自然科学基金(10371042)资助项目.
