Precise asymptotics of error variance estimator in partially linear models

被引：0

作者：

Shao-jun Guo

Min Chen

Feng Liu

机构：

[1] Chinese Academy of Sciences,Academy of Mathematics and Systems Science

[2] Chongqing Institute of Technology,Department of Statistics

来源：

Acta Mathematicae Applicatae Sinica, English Series | 2008年 / 24卷

关键词：

Precise asymptotics; partially linear models; error variance estimator; 60F99;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this paper, we focus our attention on the precise asymptotics of error variance estimator in partially linear regression models, yi = xiτβ + g(ti) + εi, 1 ≤ i ≤ n, {εi, i = 1, ⋯ n} are i.i.d random errors with mean 0 and positive finite variance σ2. Following the ideas of Allan Gut and Aurel Spătaru[7,8] and Zhang[21], on precise asymptotics in the Baum-Katz and Davis laws of large numbers and precise rate in laws of the iterated logarithm, respectively, and subject to some regular conditions, we obtain the corresponding results in partially linear regression models.

引用

页码：59 / 74

页数：15

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