| 摘要: |
| 本文研究了误差为鞅差序列情形下的半参数回归模型.利用小波方法,在相当一般的条件下,得到了参数、非参数估计量的弱收敛速度. |
| 关键词: 半参数回归模型 小波估计 鞅差序列 弱收敛速度 |
| DOI： |
| 分类号:O212.1 |
| 基金项目:教育部科学技术研究重点项目，湖北省教育厅科学技术研究资助项目，湖北师范学院资助项目 |
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| WEAK CONVERGENCE RATES OF WAVELET ESTIMATORS IN A SEMIPARAMETRIC REGRESSION MODEL |
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CAI Ze-lin,HU Hong-chang
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CAI Ze-lin,HU Hong-chang (School of Mathematics and Statistics,Hubei Normal University,Huangshi 435002,China)
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| Abstract: |
| A semiparametric regression model is considered under a martingale difference error sequence.By wavelet method,under some fairly general conditions,weak convergence rates of parametric and nonparametric estimators are given. |
| Key words: semiparametric regression model wavelet estimation martingale difference sequences weak convergence rate |
