STRONG CONVERGENCE RATES OF SEVERAL ESTIMATORS IN SEMIPARAMETRIC VARYING-COEFFICIENT PARTIALLY LINEAR MODELS
文献类型：期刊论文
| 作者 | Zhou Yong1,2 ; You Jinhong2,3; Wang Xiaojing1
|
| 刊名 | ACTA MATHEMATICA SCIENTIA
 |
| 出版日期 | 2009-09-01 |
| 卷号 | 29期号:5页码:1113-1127 |
| 关键词 | partially linear regression model varying-coefficient profile leastsquares error variance strong convergence rate law of iterated logarithm |
| ISSN号 | 0252-9602 |
| 英文摘要 | This article is concerned with the estimating problem of semiparametric varying-coefficient partially linear regression models. By combining the local polynomial and least squares procedures Fan and Huang (2005) proposed a profile least squares estimator for the parametric component and established its asymptotic normality. We further show that the profile least squares estimator can achieve the law of iterated logarithm. Moreover, we study the estimators of the functions characterizing the non-linear part as well as the error variance. The strong convergence rate and the law of iterated logarithm are derived for them, respectively. |
| 资助项目 | National Natural Science Funds for Distinguished Young Scholar[70825004] ; National Natural Science Foundation of China (NSFC)[10731010] ; National Natural Science Foundation of China (NSFC)[10628104] ; National Basic Research Program[2007CB814902] ; Creative Research Groups of China[10721101] ; Leading Academic Discipline Program ; 10th five year plan of 211 Project for Shanghai University of Finance and Economics ; 211 Project for Shanghai University of Finance and Economics |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000270313100001 |
| 出版者 | ELSEVIER SCIENCE INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/9041]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Zhou Yong |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Shanghai Univ Finance & Econ, Dept Stat, Shanghai 200433, Peoples R China 3.Univ N Carolina, Dept Biostat, Chapel Hill, NC USA |
| 推荐引用方式 GB/T 7714 | Zhou Yong,You Jinhong,Wang Xiaojing. STRONG CONVERGENCE RATES OF SEVERAL ESTIMATORS IN SEMIPARAMETRIC VARYING-COEFFICIENT PARTIALLY LINEAR MODELS[J]. ACTA MATHEMATICA SCIENTIA,2009,29(5):1113-1127. |
| APA | Zhou Yong,You Jinhong,&Wang Xiaojing.(2009).STRONG CONVERGENCE RATES OF SEVERAL ESTIMATORS IN SEMIPARAMETRIC VARYING-COEFFICIENT PARTIALLY LINEAR MODELS.ACTA MATHEMATICA SCIENTIA,29(5),1113-1127. |
| MLA | Zhou Yong,et al."STRONG CONVERGENCE RATES OF SEVERAL ESTIMATORS IN SEMIPARAMETRIC VARYING-COEFFICIENT PARTIALLY LINEAR MODELS".ACTA MATHEMATICA SCIENTIA 29.5(2009):1113-1127. |
入库方式： OAI收割
来源：数学与系统科学研究院
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