摘要
本文研究固定设计的半参数函数关系模型.利用权函数和广义最小二乘法得出未知参数和未知函数的估计,在一定的条件下证明了估计是强相合的,并且渐近地服从正态分布.
This paper studies semiparametric errors-in-variables models with fixed-designs; also called functional relationship models. Unknown parameters and unknown function are estimated by using the weight function and total least square method. Under weak conditions, it is shown that these estimators are strongly consistent and asymptotically normal.
出处
《数学年刊（A辑）》
CSCD
北大核心
2002年第4期475-482,共8页
Chinese Annals of Mathematics
基金
国家自然科学基金(No.19771065)资助的项目.
关键词
半参数函数关系模型
渐近正态性
权函数
强相合性
渐近正态分布
Semiparametric models, Functional relationship, Weight functions, Strong consistency, Asymptotic normality
