BERRY-ESSEEN BOUNDS OF ERROR VARIANCE ESTIMATION IN PARTLY LINEAR MODELS

被引：0
|
作者：
高集体
洪圣岩
梁华
机构：
来源：
Chinese Annals of Mathematics,Series B | 1996年 / 04期
关键词：
Partly linear model; Least-squares estimate; Berry-Esseen bounds;
D O I：
暂无
中图分类号：
O212.7 [非参数统计];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Consider the regression model Y i=x τ iβ+g(t i)+ε i for i=1,…, n. Here (x i, t i) are known and nonrandom design points and ε i are i.i.d. random errors.The family of nonparametric estimates n(·) of g(·) including some known estimates is proposed. Based on the model Y i=x τ i+ n(t i)+ε i, the Berry-Esseen bounds of the distribution of the least-squares estimator of β are investigated.
引用
收藏
页码：477 / 490
页数：14
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