检索结果-南通市图书馆

Uniform Convergence Rate of Estimators of Autocovariances in Partly Linear Regression Models with Correlated Errors

Acta Mathematicae Applicatae Sinica 2003年第3期19卷 363-370页

作者： Jin-hongYou GemaiChen MinChen ue-leiJiang UniversityofRegina ReginaSaskatchewanS4S0A2Canada UniversityofCalgary CalgaryAlbertaT2N1N4Canada AcademyofMathematicsandSystemSciences ChineseAcademyofSciencesBeijing100080.China

Consider the partly linear regression model , where y i ’s are responses, are known and nonrandom design points, is a compact set in the real line , β = (β 1, ··· , β p )' is an unknown parameter vector, g(... 详细信息

Consider the partly linear regression model , where y b>i b>’s are responses, are known and nonrandom design points, is a compact set in the real line , β = (β b>1b>, ··· , β b>p b>)' is an unknown parameter vector, g(·) is an unknown function and {ε b>i b>} is a linear process, i.e., , where e b>j b>are i.i.d. random variables with zero mean and variance . Drawing upon b-spline estimation of g(·) and least squares estimation of β, we construct estimators of the autocovariances of {ε b>i b>}. The uniform strong convergence rate of these estimators to their true values is then established. These results not only are a compensation for those of [23], but also have some application in modeling error structure. When the errors {ε b>i b>} are an ARMA process, our result can be used to develop a consistent procedure for determining the order of the ARMA process and identifying the non-zero coeffcients of the process. Moreover, our result can be used to construct the asymptotically effcient estimators for parameters in the ARMA error process.

关键词： Uniform strong convergence rate autocovariance and autocorrelation b-spline estimation correlated error partly linear regression model

来源：

维普期刊数据库

同方期刊数据库评论

在线全文

学校读者我要写书评

暂无评论

The Latest Progress in Varying-coefficient Models

引用

Chinese Quarterly Journal of Mathematics 2009年第4期24卷 475-484页

作者： LU Yi-qiang LI Yu-ping Institute of Electronic Technology the PLA Information Engineering University Zhengzhou 450004 China Department of Mathematics Zhengzhou Teacher＇s College Zhengzhou 450044 China

Varying-coefficient models are a useful extension of classical linear model. They are widely applied to economics, biomedicine, epidemiology, and so on. There are extensive studies on them in the latest three decade years. In this paper, many of models related to varying-coefficient models are gathered up. All kinds of the estimation procedures and theory of hypothesis test on the varying-coefficients model are summarized. Prom my opinion, some aspects waiting to study are proposed.

关键词： varying-coefficient model b-spline estimation local estimation generalized likelihood ratio test sieve empirical likelihood

来源：

维普期刊数据库

同方期刊数据库评论

在线全文

学校读者我要写书评

暂无评论

欢迎您,

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

在线全文

在线全文

请选择保存的检索档案：

请选择收藏分类：

通借通还

欢迎您,

建议与咨询 留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

在线全文

在线全文

请选择保存的检索档案： 新增检索档案 确定 取消

请选择收藏分类： 新增自定义分类 确定 取消

通借通还

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

请选择保存的检索档案：

请选择收藏分类：