论文摘要
利用sieve方法研究响应变量为当前状态数据的部分函数型线性模型的估计.在一定的条件下,证明了该估计的强相合性和渐近正态性,得到了该估计的收敛速度,并且非参数部分达到最优收敛速度.最后通过一个数值模拟来研究该估计的有限样本性质.
论文目录
文章来源
类型: 期刊论文
作者: 王龙兵,张忠占
关键词: 部分函数型线性模型,当前状态数据,空间,渐近性质
来源: 高校应用数学学报A辑 2019年01期
年度: 2019
分类: 基础科学
专业: 数学
单位: 北京工业大学应用数理学院
基金: 国家自然科学基金(11771032)
分类号: O212
DOI: 10.13299/j.cnki.amjcu.002054
页码: 1-10
总页数: 10
文件大小: 388K
下载量: 47
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标签：部分函数型线性模型论文; 当前状态数据论文; 空间论文; 渐近性质论文;