摘要
利用近邻权函数并综合最小二乘法,建立了半参数回归模型中非参数g(t)和参数β的估计量g∧(t)和β∧,在适当条件下,研究了它们的渐近性质。
This paper studies some properties of the semiparametric regression models. The estimators of parameters β, σ~2and g are derived by using the nearest neighbor weight function and the least square method, obtained their asymptotic are obtained under some suitable conditions.
出处
《武汉工业学院学报》
CAS
2004年第2期102-104,108,共4页
Journal of Wuhan Polytechnic University
基金
湖北省重点科研计划项目(2003X129)
关键词
半参数回归模型
两步估计
渐近性
最小二乘法
近邻权函数
semiparametric regression models
two steps estimation
nearest neighbor weight function
asymptotic propertity.
