L1-Norm Estimation and Random Weighting Method in a Semiparametric Model
文献类型:期刊论文
作者 | Xue Liugen1; Zhu Lixing2 |
刊名 | 应用数学学报:英文版
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出版日期 | 2005 |
卷号 | 21.0期号:002页码:295-302 |
关键词 | L1-范式估计 随机加权法 半参数回归模型 数理统计 |
ISSN号 | 0168-9673 |
其他题名 | L1-Norm Estimation and Random Weighting Method in a Semiparametric Model |
英文摘要 | In this paper, the L1-norm estimators and the random weighted statistic for a semiparametric regression model are constructed, the strong convergence rates of estimators are obtain under certain conditions, the strong efficiency of the random weighting method is shown. A simulation study is conducted to compare the L1-norm estimator with the least square estimator in term of approximate accuracy, and simulation results are given for comparison between the random weighting method and normal approximation method. |
语种 | 中文 |
CSCD记录号 | CSCD:2208477 |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/54338] ![]() |
专题 | 中国科学院数学与系统科学研究院 |
作者单位 | 1.北京工业大学 2.中国科学院数学与系统科学研究院 |
推荐引用方式 GB/T 7714 | Xue Liugen,Zhu Lixing. L1-Norm Estimation and Random Weighting Method in a Semiparametric Model[J]. 应用数学学报:英文版,2005,21.0(002):295-302. |
APA | Xue Liugen,&Zhu Lixing.(2005).L1-Norm Estimation and Random Weighting Method in a Semiparametric Model.应用数学学报:英文版,21.0(002),295-302. |
MLA | Xue Liugen,et al."L1-Norm Estimation and Random Weighting Method in a Semiparametric Model".应用数学学报:英文版 21.0.002(2005):295-302. |
入库方式: OAI收割
来源:数学与系统科学研究院
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