单指数模型参数估计的递归算法的大样本性质

Limiting behavior of recursive algorithm for estimates of parameters in single index models

主要研究了半参数统计中的单指数模型,分析了单指数模型参数估计中应用于大样本的递归算法,证明了它的相合性和渐近正态性,给出了它的大样本性质.

Single index model in semi-parametric statistics was studied, and the recursive algorithm（used in large samples） in single index model was analyzed. The strong consistency and the asymptotic normality of the estimators were established. Finally, the limiting behavior was proposed.