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固定设计下半参数回归模型中的随机加权逼近

Keywords: 半参数回归模型,随机加权逼近,参数估计

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Abstract:

为了模拟参数估计的误差分布,研究了固定设计下半参数回归模型中参数估计的误差分布的随机加权逼近问题,构造了参数估计的随机加权统计量,在适当的条件下,证明了用随机加权统计量的分布去逼近原估计量的误差分布的精度可达到o(n-1/2).

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