Asymptotically efficient estimation based on wavelet of expectation value in a partial linear model
文献类型：期刊论文
| 作者 | Liang, H; Zhu, LX; Zhou, Y
|
| 刊名 | COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
 |
| 出版日期 | 1999 |
| 卷号 | 28期号:9页码:2045-2055 |
| 关键词 | wavelet estimate asymptotic efficiency partly linear model |
| ISSN号 | 0361-0926 |
| 英文摘要 | This paper is concerned with a semiparametric regression model Y-i = theta(1) + theta(2)(T-i) + epsilon(i), i = 1, ..., n where the error epsilon(i) is independent of T-i for each i, theta(1) is an unknown constant of interest, and theta(2) is an unknown function on [0, 1]. In order to obtain an asymptotically efficient estimate <(theta)over cap>(1W) of theta(1), theta(2)(t) is generally in the literature assumed to be a continuously differentiable function on [0, 1]. In this paper, it is constructed assuming only that theta(2) is an unknown piecewise differentiable function on [0, 1]. In the process of construction, wavelet expansion is employed. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000082128200003 |
| 出版者 | MARCEL DEKKER INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/14162]  |
| 专题 | 应用数学研究所 |
| 作者单位 | 1.Humboldt Univ, Inst Stat & Okonometrie, D-10178 Berlin, Germany 2.Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Peoples R China 3.Chinese Acad Sci, Inst Appl Math, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Liang, H,Zhu, LX,Zhou, Y. Asymptotically efficient estimation based on wavelet of expectation value in a partial linear model[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,1999,28(9):2045-2055. |
| APA | Liang, H,Zhu, LX,&Zhou, Y.(1999).Asymptotically efficient estimation based on wavelet of expectation value in a partial linear model.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,28(9),2045-2055. |
| MLA | Liang, H,et al."Asymptotically efficient estimation based on wavelet of expectation value in a partial linear model".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 28.9(1999):2045-2055. |
入库方式： OAI收割
来源：数学与系统科学研究院
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