CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2010, 26(5) 501-514 DOI:      ISSN: 1001-4268 CN: 31-1256

Current Issue | Archive | Search                                                            [Print]   [Close]
article
Information and Service
This Article
Supporting info
PDF(506KB)
[HTML]
Reference
Service and feedback
Email this article to a colleague
Add to Bookshelf
Add to Citation Manager
Cite This Article
Email Alert
Keywords
Authors
PubMed

A Semiparametric Regression Model with Structural Change

Wang Chengyong,Ai Chunrong,Wang Shaoping

Xiangfan University,Shanghai University of Finance and Economics,Huazhong University of Science
and Technology

Abstract��

Combined with semiparametric regression model
and structural change model with unknown change point, a new
regression model --- semiparametric regression model with structural
change --- has been proposed. The weighted least squares estimator
of parameter $\beta,\beta^\ast,\gamma,k$ and the kernel estimator of
$f(t)$ are given, and $\sqrt{n}$-consistency properties of
$\beta,\beta^\ast,\gamma$'s estimator is proved. Also, the
estimator's strong consistency properties and some test problem
about the model are discussed. And, at last, we give a simulation
study to verify the superiority of our new model.

Keywords��
Received  Revised  Online:  
DOI:
Fund:
Corresponding Authors: Wang Chengyong
Email:
About author:

References��
Similar articles

Copyright by CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST