【摘要】 利用最小二乘局部多项式方法建立了半参数回归模型参数分量、非参数分量和误差方差的局部多项式估计 .在适当的条件下 ,得到它们的渐近正态性和最优收敛速度 .更多还原

【Abstract】 In this paper we investigate the asymptotic properties of local polynomial estimators in semiparametric regression model. Under certain conditions, we show that the estimators of parametric component and error variance are of asymptotic normality and the convergence rate of the estimator of nonparametric component is optimal.更多还原