摘要
讨论比例可加模型的非参数估计。首先,使用局部线性方法和平均方法给出了未知函数的初估计,然后利用回切方法,定义了未知函数及其导函数的M-估计;进一步,研究了该稳健的M-估计的弱相合性与渐近正态性。
The proportional additive models are discussed in this paper. First, the local linear method and averaged technique areemployed to give the initial estimator of the unknown function, which has big variance. To improve it, the backfitting technique is usedto obtain the M-estimates of the unknown function and its derivative. The consistency and asymptotic normality of the robust M- esti-mates are studied.
出处
《山西大同大学学报（自然科学版）》
2015年第1期3-5,共3页
Journal of Shanxi Datong University(Natural Science Edition)
关键词
比例可加模型
回切方法
M-估计
弱相合性
渐近正态性
proportional additive models
backfitting technique
M-estimator
consistency
asymptotic normality
