Precise asymptotics of error variance estimator in partially linear models
文献类型：期刊论文
| 作者 | Guo, Shao-jun1; Chen, Min1 ; Liu, Feng2
|
| 刊名 | ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES
 |
| 出版日期 | 2008 |
| 卷号 | 24期号:1页码:59-74 |
| 关键词 | precise asymptotics partially linear models error variance estimator |
| ISSN号 | 0168-9673 |
| 英文摘要 | In this paper, we focus our attention on the precise asymptotics of error variance estimator in partially linear regression models, y(i) = x(i)(tau)beta + g(t(i)) + epsilon(i), 1 <= i <= n, {epsilon(i), i, ... , n} are i.i.d random errors with mean 0 and positive finite variance sigma(2). Following the ideas of Allan Gut and Aurel Spataru([7,8]) and Zhang([21]), on precise asymptotics in the Baum-Katz and Davis laws of large numbers and precise rate in laws of the iterated logarithm, respectively, and subject to some regular conditions, we obtain the corresponding results in partially linear regression models. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000255159000006 |
| 出版者 | SPRINGER HEIDELBERG |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/6366]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Guo, Shao-jun |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Chongqing Inst Technol, Dept Stat, Chongqing 630000, Peoples R China |
| 推荐引用方式 GB/T 7714 | Guo, Shao-jun,Chen, Min,Liu, Feng. Precise asymptotics of error variance estimator in partially linear models[J]. ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,2008,24(1):59-74. |
| APA | Guo, Shao-jun,Chen, Min,&Liu, Feng.(2008).Precise asymptotics of error variance estimator in partially linear models.ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,24(1),59-74. |
| MLA | Guo, Shao-jun,et al."Precise asymptotics of error variance estimator in partially linear models".ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES 24.1(2008):59-74. |
入库方式： OAI收割
来源：数学与系统科学研究院
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