The LIL for the estimates of the parameters in a partly linear regression model
文献类型：期刊论文
| 作者 | Hua, L |
| 刊名 | TAIWANESE JOURNAL OF MATHEMATICS
 |
| 出版日期 | 1999-12-01 |
| 卷号 | 3期号:4页码:517-528 |
| 关键词 | partly linear regression model convergence rate the law of the iterated logarithm |
| ISSN号 | 1027-5487 |
| 英文摘要 | Consider the partly linear regression model Y-i = X(i)(tau)beta + g(T-i) + epsilon(i) (i = 1,..., n), where (X-i,T-i) are i.i.d. random design points, beta is a p-dimensional unknown parameter, g(.) is an unknown function on [0, 1]; epsilon(i) are i.i.d. random errors with mean 0 and variance sigma(2). This paper is concerned with the LIL of the estimators of beta and sigma(2). |
| 语种 | 英语 |
| WOS记录号 | WOS:000085024500006 |
| 出版者 | MATHEMATICAL SOC REP CHINA |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/14051]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Hua, L |
| 作者单位 | 1.Chinese Acad Sci, Inst Syst Sci, Beijing 100080, Peoples R China 2.Humboldt Univ, Inst Stat & Okonometrie, D-10178 Berlin, Germany |
| 推荐引用方式 GB/T 7714 | Hua, L. The LIL for the estimates of the parameters in a partly linear regression model[J]. TAIWANESE JOURNAL OF MATHEMATICS,1999,3(4):517-528. |
| APA | Hua, L.(1999).The LIL for the estimates of the parameters in a partly linear regression model.TAIWANESE JOURNAL OF MATHEMATICS,3(4),517-528. |
| MLA | Hua, L."The LIL for the estimates of the parameters in a partly linear regression model".TAIWANESE JOURNAL OF MATHEMATICS 3.4(1999):517-528. |
入库方式： OAI收割
来源：数学与系统科学研究院
浏览0
下载0
收藏0
其他版本
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。