頁籤選單縮合
題 名 | M-Type Smoothing Splines in Nonparametric and Semiparametric Regression Models |
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作 者 | Gao,Jiti; Shi,Peide; | 書刊名 | Statistica Sinica |
卷 期 | 7:4 1997.10[民86.10] |
頁 次 | 頁1155-1169 |
分類號 | 319.22 |
關鍵詞 | Asymptotic normality; M-estimation; Nonparametotic regression model; Sempiparametric regression model; Spline smoothing technique; |
語 文 | 英文(English) |
英文摘要 | Consider the regression model Y[93bc] = g(t[93bc]) + e[93bc] for i = 1, …, n. Here -∞ ﹤Y[93bc]e[93bc] ﹤∞, t[93bc] [9465] T □ R□, g[9465] H, and H is a specified class of continuous functions from T to R. Based on a Finite series expansion □ of g, an M-estimate □ of g is constructed, and the asymptotic normality of the estimate is investigated. Meanwhile, a test statistic for testing H₀ : g(∙) = go(∙) (a known function) is discussed. We also consider M-estimates for semiparametric regression models and show that they are consistent and asymptotically normal. |
本系統中英文摘要資訊取自各篇刊載內容。