Berry-Esseen bounds of error variance estimation in partly linear models

被引：0

作者：

Gao, JT

Hong, SY

Liang, H

机构：

[1] UNIV SCI & TECHNOL CHINA, DEPT MATH, HEFEI 230026, PEOPLES R CHINA

[2] ANHUI UNIV, DEPT MATH, HEFEI 230039, PEOPLES R CHINA

[3] ACAD SINICA, INST SYST SCI, BEIJING 100080, PEOPLES R CHINA

来源：

CHINESE ANNALS OF MATHEMATICS SERIES B | 1996年 / 17卷 / 04期

关键词：

partly linear model; least-squares estimate; Berry-Esseen bounds;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Consider the regression model Y-i = x(i)(tau)beta + g(t(i)) + epsilon(i) for i = 1 ,..., n. Here (x(i), t(i)) are known and nonrandom design points and epsilon(i) are i.i.d. random errors. The family of nonparametric estimates (g) over cap(n)(.) of g(.) including some known estimates is proposed. Based on the model Y-i = x(i)(tau)beta + (g) over cap(n)(t(i)) + epsilon(i), the Berry-Esseen bounds of the distribution of the least-squares estimator of beta are investigated.

引用

页码：477 / 490

页数：14

共 16 条

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