Using local linear technique to the semiparametric tbs regression model 模型的局部线性估计
For simplicity and from the properties of local fitting , we only show the asymptotic theory of the local linear estimations for the drift and diffusion functions respectively 为简单起见,我们只给出了局部线性估计的相合性和渐进正态性的证明
Abstract : under the matrix loss function , the necessary and sufficient conditions of linear admissible estimates of nonestimatible parameter functions for a general linear model are obtained 文摘:一般线性模型可估函数的可容许估计问题已有详细的讨论。对一般线性模型在矩阵损失下,得到了不可估函数的线性估计为可容许估计的充要条件。
For the general multivariate linear model , in this paper , the necessary and sufficient condition for admissibility of the linear estimator for sx in the class of linear estimator under different criteria is gained 摘要对于一般未知方差多元线性模型,讨论了共同均值矩阵参数的可估函数sx的线性估计在线性估计类中的可容许性问题,证明了在本文所给的不同优良准则下可容许性是等价的,并得到了它们的充要条件。
线性: linear; linearity估计: estimate; evaluate; take sto ...非线性估计: nonlinear estimation非线性估计量: nonlinear estimator可布线性估计: estimating wireability非线性估计程序: nonlinear estimation routine无偏线性估计式: unbiased linear estimator最佳线性估计器: best linear estimator非线性估计标准误差: nonlinear standard error of estimate非线性估计的标准误差: nonlinear standard error of estimate非线性估计量的标准误差: nonlinear standard error of estimate近似最佳线性估计量: nearly best linear estimator非线性估计标准误差 非线性估计的标准误差: nonlinearstandarderrorofestimate弹性估计: estimation of elasticity定性估计: qualitative considerations可靠性估计: security assessment; securityassessment统计性估计: statistical estimation一致性估计: consistency estimator; consistent estimate统计性估计值: statistical estimated value计算机辅助可靠性估计: computer-aided reliability estimation可靠性估计预测模型: reliability assessment prediction model重复最大相似性估计: iterative maximum likelihood estimation线性参数估计: linear parameter estimation线性无偏估计: blue; linear unbiased estimation; linearunbiasedestimation非线性最玄乘估计: nls estimate