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部分线性模型非参数分量的线性关系检验
  • 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]中央民族大学数学与计算机科学学院,北京100081, [2]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 M0E 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]
关键词： 导函数估计, 部分线性模型, Profile最小二乘估计, 三阶矩X^2逼近, Derivative estimation, Partially linear models, Profile least-squares approach, Three-moment X^2 approximation
中文摘要：

对于部分线性模型中非参数部分是否为某一特定阶数（记为P）的多项式函数的检验问题，本文基于非参数函数在各点的P阶导函数估计值的样本方差构造了一个简单的检验统计量．给出了计算检验P-值的三阶矩妒逼近方法．最后通过数值模拟验证了我们所提检验方法的有效性．

英文摘要：

In the problem of testing whether nonparametric component of a partially linear model is a polynomial of a certain degree （denote p ）,we propose in this article a simple test statistic which is based on sample variance of the estimated pth derivative of the nonparametric function at each design point. Three-moment X^2 approximation is employed to derive the p- value of the test. Furthermore,some simulations are conducted to examine the performance of our test procedure 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