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部分线性EV回归模型中的极大经验似然估计

Keywords: 部分线性回归模型,经验似然,渐近正态性,收敛速度

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Abstract:

针对带有协变量误差的部分线性回归模型的估计问题,利用经验似然方法,在一定条件下,证明了所得到的未知参数的极大经验似然估计具有渐近正态性.同时获得了非参数估计的最优收敛速度O_P(n~(-1/3)).

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