半参数回归模型L-估计的渐近展开

Edgeworth Expansion of L Estimators in Semi parametric Regression Model

对半参数回归模型 Y =x Tβ +g( t) +ε,构造了参数向量β的 L -估计量λn,获得了λn的渐近正态性及分布的 Edgeworth展开 ,其速度可达到 O( n- 1 )

Consider semi parametric regression model Y=x Tβ+g(t)+ε. The L estimators  n are constructed. Under natural and reasonable conditions, the asymptotic normality and Edgeworth expansion for  n are obtained. The convergence rate are shown to be O(n -1 ).