摘要
本文考虑多元部分线性测量误差模型的估计问题,得到了该模型参数修正的最小二乘估计和非参数函数的B-样条估计.同时,证明了参数估计量的渐近正态性,得到了非参数函数估计的最优收敛速度.
A multivariate partially linear EV model is considered in this paper. By correcting the atten- uation, a modified B-spline least squares estimator for both the parametric and the nonparametric components is proposed. Moreover, we investigate the asymptotical normality of the modified esti- mator of the parametric components and the convergence rate of the estimator of the nonparametric function.
出处
《应用概率统计》
CSCD
北大核心
2013年第6期581-592,共12页
Chinese Journal of Applied Probability and Statistics
基金
supported by Scientific Research Fund of Hebei Provincial Education Department(HBJYTZ2012121)
National Natural Science Foundation of China(10771107)
关键词
多元部分线性模型
测量误差
B-样条
渐近正态性
Multivariate partially linear model, measurement error, B-spline, asymptoticnormality.
