半?yún)?shù)模型中估計(jì)的相合性及方法的研究.pdf

1、西北大學(xué)碩士學(xué)位論文半?yún)?shù)模型中估計(jì)的相合性及方法的研究姓名：宋會杰申請學(xué)位級別：碩士專業(yè)：應(yīng)用數(shù)學(xué)指導(dǎo)教師：郭鵬江20090610AbstractSemiparametricregressionmodelisaemergingstatisticalbranchinrecentyears，whichcombinedtheadvantagesoflinearregressionmodelandthenonparametricmodel，h

2、asimportantmeaninginboththeoryresearchandapplyingresearchInthispaperthepropertiesoffurtherresearchonsemiparametricregressionmodelarestudiedonthebaseofdomesticandoverseasscholarresearchesFirstlythesemiparametricregression

3、modelisin仃oducedfromtheorigintothedevelopmentathomeandabroad，includingaseveraldifferentformsofthemodelanddifferentmethodstostudythepropertyoftheparameterestimation。SecondlytheP—thconsistencyoftheestimationforparameter9an

4、dunknownfunctiong(tf)and2pthconsistencyoftheestimationforerrorvarianceor2arediscussedonthesemiparametricmodely，“Xf∥g(ff)K，形=qef(1≤i≤行)underdependentcondition(errorsaremartingaledifferencesequence)ofthestochasticerrorsAnd

5、theconsistencyofsemiparametricmodelisobtainedusingtheassumptionandtheoperationalroleofthemartingaledifferencesequenceFinallytheestimatorofparameterflisimprovedundertheconditionofthemeansquareerrorsonthesemiparametricregr

6、essionmodelY=XpgO)e，bythemethodofiteration，thedominatingtwo—stepestimatorofparameterflisobtained，whichCanbeprovedsuperiorthantwo—stageestimatorwithmeansquareerrorKeywordsSemiparametricregressionmodel，Pthconsistence，Marti