当前位置:
X-MOL 学术
›
Statistics
›
论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with α-mixing errors
Statistics ( IF 1.9 ) Pub Date : 2021-01-06 Mengmei Xi, Rui Wang, Wei Yu, Yan Shen, Xuejun Wang
中文翻译:
具有α混合误差的异方差半参数EV模型中估计的渐近性质
更新日期:2021-01-06
Statistics ( IF 1.9 ) Pub Date : 2021-01-06 Mengmei Xi, Rui Wang, Wei Yu, Yan Shen, Xuejun Wang
ABSTRACT
In this paper, the heteroscedastic semiparametric errors-in-variables (EV) model, , is considered, where , β is an unknown parameter to be estimated and and are unknown functions to be estimated. Under some suitable conditions, asymptotic properties for the estimators of β, and are presented based on α-mixing random errors. In addition, finite sample behavior of the estimators is provided via simulations to verify the validity of the theoretical results.
中文翻译:
具有α混合误差的异方差半参数EV模型中估计的渐近性质
摘要
本文采用异方差半参数变量误差(EV)模型, ,被认为在哪里 ,β是一个未知参数,需要估计, 和 是要估计的未知函数。在某些合适的条件下,β的估计的渐近性质, 和 基于α-混合随机误差给出。另外,通过仿真提供了估计器的有限样本行为,以验证理论结果的有效性。