半参数回归模型小波估计的强相合性

被引：17

作者：

胡宏昌

胡迪鹤

机构：

[1] 武汉大学数学与统计学院

来源：

数学学报 | 2006年 / 06期

关键词：

半参数回归模型; 鞅差序列; 强相合性;

D O I：

暂无

中图分类号：

O212.1 [一般数理统计];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

考虑半参数回归模型yin=Xi（n）Tβ+g(tin)+εin（1■i■n）,其中β∈Rd为未知参数,g（t）为[0,1】上的未知Borel函数,Xin为Rd上的随机设计,随机误差序列{εin}为鞅差序列,{tin)为[0,1]上的常数序列．本文用小波的方法得到β、g（t）的估计量分别为■_n、■_n（t）,并证明了它们的强相合性．

引用

页码：1417 / 1424

页数：8

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