A modified estimator of error variance in a partly linear model

被引：0
|
作者：
Liang, H
Zhou, Y
机构：
[1] Inst Syst Sci, Beijing 100080, Peoples R China
[2] Humboldt Univ, Inst Stat & Econometr, D-10178 Berlin, Germany
[3] Inst Appl Math, Beijing 100080, Peoples R China
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1998年 / 27卷 / 04期
基金：
中国国家自然科学基金;
关键词：
error variance; asymptotic normality; partly linear model;
D O I：
10.1080/03610929808832130
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We consider estimation of the variance of the error in a partly linear model. Our resulting estimator has smaller asymptotic variance than the estimators given in literature.
引用
收藏
页码：819 / 825
页数：7
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