Large sample theory of the estimation of the error distribution for a semiparametric model
文献类型：期刊论文
| 作者 | Liang, H; Hardle, W |
| 刊名 | COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
 |
| 出版日期 | 1999 |
| 卷号 | 28期号:9页码:2025-2036 |
| 关键词 | weak strong consistency uniformly strong consistency rates of convergence asymptotic normality law of the iterated logarithm semiparametric model |
| ISSN号 | 0361-0926 |
| 英文摘要 | The paper studies large sample theory of estimators of the error distribution for the semiparametric model Y = X(T)beta + g(T) + epsilon. Under appropriate conditions, we prove that the estimators converge in probability, converge almost surely and converge uniformly almost surely. Asymptotic normality and the rates of convergence of the estimators are also investigated. Finally we establish the law of the iterated logarithm for the estimators. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000082128200001 |
| 出版者 | MARCEL DEKKER INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/14153]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 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 | Liang, H,Hardle, W. Large sample theory of the estimation of the error distribution for a semiparametric model[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,1999,28(9):2025-2036. |
| APA | Liang, H,&Hardle, W.(1999).Large sample theory of the estimation of the error distribution for a semiparametric model.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,28(9),2025-2036. |
| MLA | Liang, H,et al."Large sample theory of the estimation of the error distribution for a semiparametric model".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 28.9(1999):2025-2036. |
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。