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| BERRY-ESSEEN BOUNDS OF ERROR VARIANCE ESTIMATIONIN PARTLY LINEAR MODELS |
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Citation： |
Gao Jiti,Hong Shengyan,Liang Hua.BERRY-ESSEEN BOUNDS OF ERROR VARIANCE ESTIMATIONIN PARTLY LINEAR MODELS[J].Chinese Annals of Mathematics B,1996,17(4):477~490 |
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Net amount： 851 |
Authors： |
Gao Jiti; Hong Shengyan;Liang Hua |
Foundation： |
the Probab. Lab., Inst. of App. Math., Chinese Academy of Sciences and National Natural Science Foundation of China |
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| Abstract： |
Consider the regression model $Y_i=x_i^\tau\beta+g(t_i)+\varepsilon_i$ for $
i=1,\cdots, n.$ Here $(x_i, t_i)$ are known and nonrandom design points and $\E_i$ are i.i.d. random errors. The family of nonparametric estimates $\hat g_n(\cdot)$ of $g(\cdot)$ including some known estimates is proposed. Based on the model $Y_i=x_i^\tau\beta+\hat g_n(t_i)+\varepsilon_i,$ the Berry-Esseen bounds of the distribution of the least-squares estimator of $\beta$ are investigated. |
Keywords： |
Partly linear model, Least-squares estimate,
Berry-Esseen bounds |
Classification： |
62F99 65G07, 62J02 |
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