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ID:35049451
大小:2.93 MB
页数:65页
时间:2019-03-17
《半参数部分线性变系数模型的统计推断》由会员上传分享,免费在线阅读,更多相关内容在学术论文-天天文库。
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4、"‘-一.、?.,..''^‘巧、二?--祭阳C如中田巧皆'"?、...w旅次乂■■r;'*.-■、-■?::巧\_!巧-:V*-.、.-■?■-.二-.?;\。.著?么六兴、京Thestatisticinferenceofsemi-parametricpartiallylinearvarying-coefficientmodelAbstractThispapermainlyusesthetechniqueofprincipalcomponentanalysi
5、s,krigingregressingimputation,GroupLassoandBootstraptosolvetheproblemsoftheestimationofsemi-parametricmodelsuchasmulti-collinearity,missingdataandgroupdata.Furthermore,weinvestigatetheestimationofsemi-parametricmodelonthesmallsampleconditionandprovidethecorre
6、spondingproprieties.Thedetailedworkisasfollows:Fortheproblemofmulti-collinearity,thispaperstudiestheback-fittingestimationofsemi-parametricpartiallylinearvarying-coefficientmodelsonthebasisofprincipalcomponentanalysis.Inordertoovercomethemulti-collinearityand
7、havebetterestimationefficiency,weapplyprincipalcomponentanalysistosemi-parametricpartiallylinearvarying-coefficientmodels.Thatistosay,weuseprincipalcomponentsasnewvariablesandthenweobtaintheestimatorsoforiginalparametriccomponentandnonparametriccomponentbythe
8、methodofback-fittingestimation.Furthermore,weprovidesomestatisticinferencesabouttheestimators.Fortheproblemofmissingdata,weinvestigatesaclassofestimationproblemsofthesemi-parametricmodelw
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