The Estimation of Semiparametric Regression Model under Parameter Constraints

摘要：

　　In this paper, author firstly discusses a new partially linear regression model with parametric constraint ‖β‖≤ 1, and gives a new two-step estimate.Secondly, author puts forward a new kind of estimation methods for semi-parameter model with non-parametric smooth item under linear restrictive Conditions Rβ =1 ,and obtains estimate under smooth matrix S is symmetrical and arbitrarily, and covariance of new estimator.

关键词： Semiparametric Regression Model Estimate Norm restriction two-step estimate Local linear estimation

作者: DAI Jin-hui MA Shucai

作者单位: Department of Maths,Shandong Institute of Business and Technology,Yantai China,264005;Department of Department of Maths,Shandong Institute of Business and Technology,Yantai China,264005

会议类型: 国际会议

会议名称: The 7th International Institute of Statistics & Management Engineering Symposium(IISMES2015) (第七届国际统计与管理工程学术研讨会)

会议地点: 山东 日照

会议语种:英文

页码: 735-740

在线出版日期: 2015-08-17（万方平台首次上网日期，不代表论文的发表时间）