半参数测量误差模型中参数的随机加权估计

Randomly Weighted Estimators for Parametric Component in Semi-linear Errors-in-variables Models

给出了半参数测量误差模型中参数的随机加权最小二乘估计.讨论了用随机加权方法逼近最小二乘估计的分布,证明这种逼近是以概率1渐近有效的,并用模拟例子验证了提出方法的有效性.

The randomly weighted method is used to approximate the distribution of the least square estimators,and it is demonstrated that the approximation is asymptotically valid with probability one.Finally,simulated example is given to illustrate the performance of the proposed method.