基于非线性半参数模型最小二乘核估计,给出了其参数分量的统计性质,即在一定正则条件下,估计的参数分量具有渐近正态性和有偏性,并推导了所估计参数分量的渐近方差公式。
The statistic properties of parametric models under certain regular parametric components of least-square kernel estimator of non-hnear semiconditions is analyzed, the results show that the estimation of parametric component is biased and variance is asymptotic normal, finally the asymptotic variance formulea are deduced.