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部分线性变系数模型中误差方差的估计
  • ISSN号：1001-9847
  • 期刊名称：《应用数学》
  • 时间：0
  • 分类：O212.1[理学—概率论与数理统计;理学—数学]
  • 作者机构：[1]中央民族大学理学院统计学系,北京100081, [2]中国人民大学应用统计科学研究中心,北京100872, [3]中国人民大学统计学院,北京100872
  • 相关基金：Supported by the National Natural Science Foundation of China （ 10431010）, the MOE Project of Key Research Institute of Humanities and Social Sciences in Universities （05JJD910001） and Center for Applied Statistics of Renmin University of China
作者： 魏传华[1], 吴喜之[2,3]
关键词： 渐近正态性, 误差方差, 部分线性变系数模型, Profile最小二乘估计, Asymptotic normality, Error variance , Partially linear varying coefficient models, Profile least-squares estimation
中文摘要：

作为部分线性模型与变系数模型的推广,部分线性变系数模型是一类在建模中应用非常广泛的模型.本文基于Profile最小二乘方法给出了模型中误差方差的估计并证明了该估计的渐近正态性.最后通过数值模拟验证了我们所提估计方法的有效性.

英文摘要：

Partially linear varying coefficient model is a generalization of partially linear model and varying coefficient model and is frequently used in statistical modelling. In this article, the estimator of error variance az by profile least-squares procedure is proposed and its asymptotic normality is studied. Furthermore, some simulations are conducted to examine the performance of our estimating approach and the results are satisfactory.

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期刊信息
  • 《应用数学》
  • 北大核心期刊（2011版）
  • 主管单位:国家教育部
  • 主办单位:华中科技大学
  • 主编：李大潜
  • 地址：武汉珞喻路1037号华中科技大学逸夫科技大楼南楼902室
  • 邮编：430074
  • 邮箱：yysx_hust@163.com
  • 电话：027-87543831
  • 国际标准刊号：ISSN：1001-9847
  • 国内统一刊号：ISSN：42-1184/O1
  • 邮发代号:38-61
  • 获奖情况:
  • 中国科学引文数据库来源期刊,中国学术期刊综合评价数据库来源期刊
  • 国内外数据库收录:
  • 美国数学评论（网络版）,德国数学文摘,日本日本科学技术振兴机构数据库,中国中国科技核心期刊,中国北大核心期刊（2004版）,中国北大核心期刊（2008版）,中国北大核心期刊（2011版）,中国北大核心期刊（2014版）,中国北大核心期刊（2000版）
  • 被引量:4139