Convergence rates of MLE in a partly linear model

被引：0

作者：

Xue Hongqi

机构：

[1] Chinese Academy of Sciences,Department of Mathematics, Graduate School

来源：

Science in China Series A: Mathematics | 2002年 / 45卷 / 11期

关键词：

partly linear model; case 1 interval censored data; sieve MLE; strong consistency; convergence rate;

D O I：

10.1007/BF02880034

中图分类号：

学科分类号：

摘要：

This paper considers the estimation for a partly linear model with case 1 interval censored data. We assume that the error distribution belongs to a known family of scale distributions with an unknown scale parameter. The sieve maximum likelihood estimator (MLE) for the model’s parameter is shown to be strongly consistent, and the convergence rate of the estimator is obtained and discussed.

引用

页码：1398 / 1407

页数：9

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