Partly linear regression model is useful in practice, but littleis investigated in the literature to adapt it to the real data which are dependent and conditionally heteroscedastic. In this paper, the estimators of th...Partly linear regression model is useful in practice, but littleis investigated in the literature to adapt it to the real data which are dependent and conditionally heteroscedastic. In this paper, the estimators of the regression components are constructed via local polynomial fitting and the large sample properties are explored. Under certain mild regularities, the conditions are obtained to ensure that the estimators of the nonparametric component and its derivatives are consistent up to the convergence rates which are optimal in the i.i.d. case, and the estimator of the parametric component is root-n consistent with the same rate as for parametric model. The technique adopted in the proof differs from that used and corrects the errors in the reference by Hamilton and Truong under i.i.d. samples.展开更多
Dear Editor,Since April 2010,an outbreak of a new disease has elicited symptoms of high fever,loss of appetite,and reduction in egg production in layer ducks in eastern China;this phenomenon has now spread throughout ...Dear Editor,Since April 2010,an outbreak of a new disease has elicited symptoms of high fever,loss of appetite,and reduction in egg production in layer ducks in eastern China;this phenomenon has now spread throughout China(Cao et al.,2011;Su et al.,2011).The causative agent of the disease was identified as Tembusu virus(TMUV),which was classified into the genus Flavivirus,展开更多
基金This work was partially supported by the National Natural Science Foundation of China (Grant No.79930900) the Belgian Government's "Projet d'Actions de Recherche Concertees" (PARC No. 93/98-164) China Educational Ministry's Research Fund for Retur
文摘Partly linear regression model is useful in practice, but littleis investigated in the literature to adapt it to the real data which are dependent and conditionally heteroscedastic. In this paper, the estimators of the regression components are constructed via local polynomial fitting and the large sample properties are explored. Under certain mild regularities, the conditions are obtained to ensure that the estimators of the nonparametric component and its derivatives are consistent up to the convergence rates which are optimal in the i.i.d. case, and the estimator of the parametric component is root-n consistent with the same rate as for parametric model. The technique adopted in the proof differs from that used and corrects the errors in the reference by Hamilton and Truong under i.i.d. samples.
基金supported by the National Natural Science Foundation of China(no.31272583,31472199)China Agriculture Research System(CARS-43-10)
文摘Dear Editor,Since April 2010,an outbreak of a new disease has elicited symptoms of high fever,loss of appetite,and reduction in egg production in layer ducks in eastern China;this phenomenon has now spread throughout China(Cao et al.,2011;Su et al.,2011).The causative agent of the disease was identified as Tembusu virus(TMUV),which was classified into the genus Flavivirus,
