南京师大学报（自然科学版）2006，Vol.29Issue(1)：1-6,6.
部分线性模型中L1-估计量的渐近正态性
Asymptotic Normality of L1-Estimators in a Partly Linear Model
唐庆国1
作者信息
- 1. 解放军理工大学理学院,江苏,南京,210007
- 折叠
摘要
Abstract
Consider the partly linear model Y = X'β0 + g (T) + e, whereβ0 is a k × 1 vector of unknown parameters,g(·) is an unknown smooth function and e is an unobserved disturbance. A piecewise polynomial gn (·) is proposed to approximate g and the least absolute deviation estimator ofβ0 is obtained. Under milder conditions the asymptotic distribution of the estimator ofβ0 is derived.关键词
部分线性模型/最小绝对偏差/渐近正态性Key words
partly linear model/least absolute deviation/asymptotic normality分类
数理科学引用本文复制引用
唐庆国..部分线性模型中L1-估计量的渐近正态性[J].南京师大学报（自然科学版）,2006,29(1):1-6,6.
