中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
Asymptotic efficiency in semiparametric models

文献类型:期刊论文

作者Hua, LA
刊名PROGRESS IN NATURAL SCIENCE
出版日期1996-02-01
卷号6期号:1页码:26-35
关键词asymptotic efficiency adaptive estimation semiparametric model
ISSN号1002-0071
英文摘要Suppose that Y=X(tau)beta+g (T)+epsilon, where g is a smooth but unknown function, beta is a k x 1 parameter vector to be estimated. An asymptotically efficient estimator of beta is constructed based on {Y-i, X(i), T-i i=1,...,n} when the density functions of(X, T) and epsilon are unknown.
语种英语
WOS记录号WOS:A1996UE38100004
出版者TAYLOR & FRANCIS LTD
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/28778]  
专题中国科学院数学与系统科学研究院
通讯作者Hua, LA
作者单位CHINESE ACAD SCI,INST SYST SCI,BEIJING 100080,PEOPLES R CHINA
推荐引用方式
GB/T 7714
Hua, LA. Asymptotic efficiency in semiparametric models[J]. PROGRESS IN NATURAL SCIENCE,1996,6(1):26-35.
APA Hua, LA.(1996).Asymptotic efficiency in semiparametric models.PROGRESS IN NATURAL SCIENCE,6(1),26-35.
MLA Hua, LA."Asymptotic efficiency in semiparametric models".PROGRESS IN NATURAL SCIENCE 6.1(1996):26-35.

入库方式: OAI收割

来源:数学与系统科学研究院

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