On asymptotically efficient estimation for a semiparametric regression model

被引：0

作者：

Xiong J. ^{[1
]}

Liang H. ^{[2
]}

机构：

[1] Department of Mathematics, Xiangtan Teacher's College

[2] Institute of Systems Science, Chinese Academy of Sciences

来源：

Acta Mathematicae Applicatae Sinica | 1997年 / 13卷 / 3期

基金：

中国国家自然科学基金;

关键词：

Adaptive estimation; Asymptotically efficient estimation; Semiparametric regression model;

D O I：

10.1007/BF02025885

中图分类号：

学科分类号：

摘要：

Consider the model Y=XTβ+g(T)+ε. Here g is a smooth but unknown function, β is a kx1 parameter vector to be estimated and ε, is an random error with mean 0 and variance σ2. The asymptotically efficient estimator of β is constructed on the basis of the model Yi=XiT β+g(Ti)+e i, i=1,⋯,n, when the density functions of (X,T) and ε are known or unknown. Finally, an asymptotically normal estimator of σ2 is given.

引用

页码：302 / 313

页数：11

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