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Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with α-mixing errors
Statistics ( IF 1.2 ) Pub Date : 2020-11-01 , DOI: 10.1080/02331888.2020.1867857
Mengmei Xi 1 , Rui Wang 1 , Wei Yu 1 , Yan Shen 1 , Xuejun Wang 1
Affiliation  

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 模型中估计量的渐近性质

摘要在本文中,考虑了异方差半参数变量误差(EV)模型,其中,β 是待估计的未知参数,并且是待估计的未知函数。在一些合适的条件下,β 和 β 估计量的渐近特性是基于 α 混合随机误差呈现的。此外,通过模拟提供了估计器的有限样本行为,以验证理论结果的有效性。
更新日期:2020-11-01
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