删除或更新信息,请邮件至freekaoyan#163.com(#换成@)

相依误差下部分函数型线性模型的估计

本站小编 Free考研考试/2021-12-27

相依误差下部分函数型线性模型的估计 王亚飞1, 杜江2, 张忠占21. 北京工业大学应用数理学院, 北京 100124;
2. 北京工业大学应用数理学院, 首都社会建设和社会管理协同创新中心, 北京 100124 Partial Functional Linear Models with Dependent Errors WANG Yafei1, DU Jiang2, Zhang Zhongzhan21. College of Applied Sciences, Beijing University of Technology, Beijing 100124, China;
2. College of Applied Sciences, Beijing University of Technology, Collaborative Innovation Center on Capital Social Construction and Social Management, Beijing 100124, China
摘要
图/表
参考文献(0)
相关文章(15)
点击分布统计
下载分布统计
-->

全文: PDF(420 KB) HTML (1 KB)
输出: BibTeX | EndNote (RIS)
摘要本文研究当误差序列为平稳的α-混合序列时,部分函数型线性模型的估计问题,基于用Karhunen-Loève展开来逼近斜率函数的思想,给出了未知参数和斜率函数的估计方法,并进一步建立了参数估计量的渐近正态性和斜率函数估计量的收敛速度.最后用模拟研究和具体实例说明了估计方法的良好表现以及相依误差结构对估计量所带来的影响.
服务
加入引用管理器
E-mail Alert
RSS
收稿日期: 2015-07-29
PACS:O177.2
基金资助:国家自然科学基金(11271039),高等学校博士学科点专项科研基金(20131103110027)资助项目.
引用本文:
王亚飞, 杜江, 张忠占. 相依误差下部分函数型线性模型的估计[J]. 应用数学学报, 2017, 40(1): 49-65. WANG Yafei, DU Jiang, Zhang Zhongzhan. Partial Functional Linear Models with Dependent Errors. Acta Mathematicae Applicatae Sinica, 2017, 40(1): 49-65.
链接本文:
http://123.57.41.99/jweb_yysxxb/CN/ http://123.57.41.99/jweb_yysxxb/CN/Y2017/V40/I1/49


[1] Ramsa J O, Silverman B W. Functional Data Analysis. New York:Springer-Verlag, 1997
[2] Cardot H, Ferraty F, Sarda P. Functional linear model. Statistics & Probability Letters, 1999, 45:11-22
[3] Cardot H, Ferraty F, Sarda P. Spline estimators for the functional linear model. Statistica Sinica, 2003, 13:571-591
[4] Cai T T, Hall P. Prediction in functional linear regression. Annals of Statistics, 2006, 34:2159-2179
[5] Hall P, Horowitz J L. Methodology and convengence rates for functional linear regression. Annals of Statistics, 2007, 35:70-91
[6] Li Y, Hsing T. On rates of convengence in functional linear regression. Journal of Multivariate Analysis, 2007, 98:1782-1804
[7] Crambes C, Kneip A, Sarda P. Smoothing splines estimators for functional linear regression. Annals of Statistics, 2009, 37:35-72
[8] Aneiros-Pérez G, Vieu P. Semi-functional partial linear regression. Statistics & Probability Letters, 2006, 76:1102-1110
[9] Aneiros-Pérez G, Vieu P. Nonparametric time series prediction:a Semi-functional partial linear modeling. Journal of Multivariate Analysis, 2008, 99:834-857
[10] Shin H. Partial functional linear regression. Journal of statistical planning and inference, 2009, 139:3405-3418
[11] Shin H, Lee M. On prediction rate in partial functional linear regression. Journal of Multivariate Analysis, 2012, 103:93-106
[12] Fan G L, Liang H Y, Wang J F, Xu H X. Asymptotic properties for LS estimators in EV regression model with dependent errors. Advances in Statistical Analysis, 2010, 94:89-103
[13] Wieczorek B, Ziegler K. On optimal estimation of a non-smooth mode in a nonparametric regression model with α-mixing errors. Journal of Statistical Planning and Inference, 2010, 140(2):406-418
[14] Fan G L, Liang H Y. Empirical likelihood for longitudinal partially linear model with α-mixing errors. Journal of Systems Science and Complexity, 2013, 26(2):232-248
[15] Riesz F, Sz-Nagy B. Functional Analysis. New York:Dover Publications, 1955
[16] Lv Y, Du J, Sun Z M. Functional partially linear quantile regression model. Metrika, 2014, 77:317-332
[17] Volkonskii V A, Rozanov Y A. Some limit theorems for random functions. Theory of Probability & Its Applications, 1959, 4:178-197
[18] Hall P, Heyde C C. Martingale Limit Theory and Its Application. New York:Academic Press, 1980
[19] Shao Q M, Yu H. Weak convergence for weighted empirical processes of dependent sequences. Annals of Probability, 1996, 24:2098-2127

[1]Hua QIU, Yi DU, Zheng-an YAO. Global Cauchy Problem for a Leray-α Model[J]. 应用数学学报(英文版), 2017, 33(1): 207-220.
[2]黄金超, 凌能祥. 一类改进的Cox模型参数的经验Bayes检验[J]. 应用数学学报, 2016, 39(4): 562-573.
[3]张兴发, 李元. 一类oneGARCH-M模型的拟极大[J]. 应用数学学报, 2016, 39(3): 321-333.
[4]付宗魁, 吴群英. ρ-混合序列矩收敛的渐近性质[J]. 应用数学学报, 2016, 39(3): 452-462.
[5]温利民, 方婧, 梅国平. 聚合风险模型下Esscher风险度量的估计及其大样本性质[J]. 应用数学学报, 2015, 38(2): 330-339.
[6]S.K. Gupta, D. Dangar. Generalized Multiobjective Symmetric Duality under Second-Order (F, α, ρ, d)-Convexity[J]. 应用数学学报(英文版), 2015, 31(2): 529-542.
[7]山瑞平, 陆全, 徐仲, 张骁. 非奇 H-矩阵的一组细分迭代判定条件[J]. 应用数学学报, 2014, 37(6): 1130-1139.
[8]邹清明, 朱仲义. 部分线性单指标模型的两步M-估计的大样本性质[J]. 应用数学学报(英文版), 2014, 37(2): 218-233.
[9]彭家龙, 赵彦晖, 袁莹. 舍入数据下Cox模型参数的经验Bayes检验问题[J]. 应用数学学报(英文版), 2014, 37(2): 321-331.
[10]胡宏昌, 卢冬晖, 朱丹丹. Ψ-混合异方差误差下半参数回归模型的加权小波估计[J]. 应用数学学报(英文版), 2013, (1): 126-140.
[11]朱见广, 郝彬彬. 次预不变凸集值优化导数型最优性条件[J]. 应用数学学报(英文版), 2012, (6): 1091-1098.
[12]谭常春, 王务刚, 缪柏其. 局部对立条件下斜率变点估计的收敛速度[J]. 应用数学学报(英文版), 2012, 35(5): 901-912.
[13]王家赠, 薛晓峰. 网络上SIR型传播的随机建模与极限定理[J]. 应用数学学报(英文版), 2012, (4): 663-676.
[14]刘 强, 薛留根. 纵向数据下部分线性EV模型的渐近性质[J]. 应用数学学报(英文版), 2009, 32(1): 178-189.
[15]李永明. $\varphi$混合误差下回归函数小波估计的渐近正态性[J]. 应用数学学报(英文版), 2008, 31(6): 1046-1055.



PDF全文下载地址:

http://123.57.41.99/jweb_yysxxb/CN/article/downloadArticleFile.do?attachType=PDF&id=14257
相关话题/应用数学 序列 社会 北京 统计