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部分線形モデルの差分推定量の漸近理論

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部分線形モデルの差分推定量の漸近理論

Material type
文書・図像類
Author
劉, 慶豊
Publisher
小樽商科大学ビジネス創造センター
Publication date
2009-10
Material Format
Digital
Capacity, size, etc.
-
NDC
331.19
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Notes on use

Note (General):

この論文に対し、2010年3月に改訂版が発表されています。「関連文献」のリンクから、改訂版をご覧ください。本論文は部分線形モデルの重み付き差分法による推定量の漸近理論に関して論じる。一定の正則条件のもとで推定量の漸近正規性を確認する。さらに,漸近的にセミパラメトリックモデルの効率性を達成するための差...

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Digital

Material Type
文書・図像類
Author/Editor
劉, 慶豊
Author Heading
Publication Date
2009-10
Publication Date (W3CDTF)
2009-10
Alternative Title
Asymptotic Theory for Difference-based Estimator of Partially Linear Models
Periodical title
Discussion paper series
No. or year of volume/issue
121