陈广雷, 王兆军. 多元部分线性测量误差模型的B-样条估计[J]. 应用概率统计, 2013, 29(6): 581-592.
引用本文: 陈广雷, 王兆军. 多元部分线性测量误差模型的B-样条估计[J]. 应用概率统计, 2013, 29(6): 581-592.
Chen Guanglei, Wang Zhaojun. The Multivariate Partially Linear EV Model with B-spline[J]. Chinese Journal of Applied Probability and Statistics, 2013, 29(6): 581-592.
Citation: Chen Guanglei, Wang Zhaojun. The Multivariate Partially Linear EV Model with B-spline[J]. Chinese Journal of Applied Probability and Statistics, 2013, 29(6): 581-592.

多元部分线性测量误差模型的B-样条估计

The Multivariate Partially Linear EV Model with B-spline

  • 摘要: 本文考虑多元部分线性测量误差模型的估计问题, 得到了该模型参数修正的最小二乘估计和非参数函数的B-样条估计. 同时, 证明了参数估计量的渐近正态性, 得到了非参数函数估计的最优收敛速度.

     

    Abstract: A multivariate partially linear EV model is considered in this paper. By correcting the attenuation, a modified B-spline least squares estimator for both the parametric and the nonparametric components is proposed. Moreover, we investigate the asymptotical normality of the modified estimator of the parametric components and the convergence rate of the estimator of the nonparametric function.

     

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