广义半参数回归模型中渐近有效的若干结果

Some Results on Asymptotic Efficiency in A Generalized Serniparametric Regression Model

考虑Y=f(X,β_0)+g(T)+ε,f(.,.) 为一定义在R^(b_1)×R^p上的已知函数,g(.)是一未知函数β_0是一p×1待估向量。本文综述了关于β_0估计的渐近正态性,渐近正态意义下有效性,二阶渐近有效性,Bahadur渐近有效性等方面已取得结果。

Consider Y = f(X,β0) + g(T) + e. f(.,.) is a given function defined on Rb1 x Rp, g(.) is an unknown smooth function, β0 is a p x 1 vector to be estimated. This paper summerizes the known results on asymptotic normality, efficiency under the sense of asymptotic normality, second order asymptotic efficiency ans Bahadur asymptotic efficiency of the estimates of β0.