光滑两值响应模型的随机加权方法（英文）

Random weightingmethod for smoothed binaryresponse model

光滑计分估计在一定的正则条件下具有n相合性及渐近正态性.然而由于渐近方差包含了与未知误差分布有关的未知函数参数而很难被精确估计.这里提出了用随机加权的方法估计极大光滑计分估计的渐近方差,并从理论证明和计算机模拟两方面证明了所提出的估计具有相合性和渐近正态性.

The smoothed score estimating method has the nice properties of n-consistency and asymptotic normality under some regular assumptions. However,the asymptotic variance involves quantities related to the unknown error distribution which is hard to be accurately estimated.A random weighting method for estimating the asymptotic variance of the maximum smoothed score estimators was proposed.The random weighting estimator is shown to be consistent and asymptotically normal.Statistical inference is thus possible with the variance estimates.