Precise Asymptotics of Error Variance Estimator in Partially Linear Models

被引：0
|
作者：
Shao-jun Guo
机构：
来源：
Acta Mathematicae Applicatae Sinica | 2008年 / 01期
关键词：
Precise asymptotics; partially linear models; error variance estimator;
D O I：
暂无
中图分类号：
F224 [经济数学方法];
学科分类号：
0701 ; 070104 ;
摘要：
In this paper, we focus our attention on the precise asymptotics of error variance estimator in partially linear regression models, yi = xiτβ+ g(ti) +εi, 1≤i≤n, {εi,i = 1,…, n} are i.i.d random errors with mean 0 and positive finite varianceσ2. Following the ideas of Allan Gut and Aurel Spatarut and Zhang, on precise asymptotics in the Baum-Katz and Davis laws of large numbers and precise rate in laws of the iterated logarithm, respectively, and subject to some regular conditions, we obtain the corresponding results in partially linear regression models.
引用
收藏
页码：59 / 74
页数：16
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