摘要
对于半参数回归模型yi=xiβ+g(ti)+ei,1≤i≤n,利用最小二乘法和一般加权方法,定义了β,g(的估计量βn,gn(t).在误差为PA序列时,证明了βn,gn(t)的均方相合性.
For a semiparametrie regression model Yi = xiβ + g( ti ) + ei, q ≤ i≤ n, we use the least squares and usu'al weighted m~~'fllod to define the estimates βn, and gn (t) for β and g( · ) respectively, and obtain its mean square consistency under PA error sequences.
出处
《上饶师范学院学报》
2013年第3期10-14,18,共6页
Journal of Shangrao Normal University
基金
国家自然科学基金项目(11061029)
关键词
半参数回归模型
PA序列
均方相合性
Senfiparametrie regression model
PA sequence
mean square consistency