Consistency and normality of Huber-Dutter estimators for partial linear model

查看全文 作　　者：TONG [1]XingWei;CUI [1]HengJian;YU [2]Peng

机构地区：[1]School of Mathematical Sciences,Beijing Normal University,Beijing 100875,China;[2]National Geomatics Center of China,Beijing 100873,China

出　　处：《Science China Mathematics》索引2008年第51卷第10期,共12页

基　　金：the National Natural Science Foundation of China (Grant Nos. 10671106, 10771017) 摘　　要：For partial linear model Y = Xτβ0 + g0(T) + with unknown β0 ∈ Rd and an unknown smooth function g0, this paper considers the Huber-Dutter estimators of β0, scale σ for the errors and the function g0 approximated by the smoothing B-spline functions, respectively. Under some regularity conditions, the Huber-Dutter estimators of β0 and σ are shown to be asymptotically normal with the rate of convergence n-1/2 and the B-spline Huber-Dutter estimator of g0 achieves the optimal rate of convergence in nonparametric regression. A simulation study and two examples demonstrate that the Huber-Dutter estimator of β0 is competitive with its M-estimator without scale parameter and the ordinary least square estimator. 关键词：Huber-Dutter ESTIMATOR partial linear model B-SPLINE function

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Consistency and normality of Huber-Dutter estimators for partial linear model

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引证文献(3)

耦合文献(7)

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