奇异点参数估计及其在半参数模型中的应用

THE ESTIMATION OF PARAMETERS ON SINGULAR POINT WITH APPLICATIONS TO SEMI-PARAMETRIC MODELS

摘要: 本文利用核估计及其变型给出某些密度函数的奇异点的参数的强相合估计并指出它们在半参数模型中的应用。

Abstract: In this paper we give a strong consistent estimation of parameters on singular point of density function. For example, we estimate a, a, of density function f（x）=0, x≤0; f（x）=a（x）x^a, 0＜x＜δ, a（0）=a, |a|＜1. We also consider the applications of this estimation on semi-parametric models.