负相依误差下随机设计的半参数回归模型的渐近正态性

负相依误差下随机设计的半参数回归模型的渐近正态性 Asymptotic Normality in Semiparametric Regression Models with Random Design under Negatively Associated Errors 程文静 CHENG Wenjin 1 first-author 张捷 ZHANG Jie 1 湖北师范学院数学与统计学院 湖北师范学院数学与统计学院 School of Mathematics and Statistics,Hubei Normal University School of Mathematics and Statistics,Hubei Normal University 考虑了误差为负相依误差的随机设计半参数回归模型.利用权函数和最小二乘估计的方法给出了参数和非参数的最小二乘估计和加权最小二乘估计,并在较弱的条件下得到了它们的渐近正态性. The paper considers a semiparametric regression model with negatively associated random errors and random design.Based on the weight function and least squares estimate method,we obtain least squares estimators and the weight least squares estimators of parameter and nonparameter.We discuss their asymptotic normality under some suitable conditions. 半参数回归模型 负相依误差 渐近正态性 semiparametric regression model negatively associated errors asymptotic normality 10.14188/j.1671-8836.2013.06.018 O212.1 2013-06-01 2021-04-01 6 59