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	RATES OF CONVERGENCE OF M-ESTIMATORS FOR PARTLY LINEAR-MODELS INVOLVING TIME-SERIES
	SHI, PD ; ZHENG, ZG
	1995
关键词	M-ESTIMATOR B-SPLINES OPTIMAL RATES OF CONVERGENCE STRICTLY STATIONARY SEQUENCE BETA-MIXING REGRESSION
英文摘要	The asymptotic behaviour of M-estimators constructed with B-spline method based on strictly stationary beta-mixing observations of a partly linear model is dealt with. Under some regular conditions, it is proved that the M-estimators of the vector of parameters are asymptotically normal and the M-estimators of the nonparametric component achieve the optimal convergence rates for nonparametric regression. Our asymptotic theory includes L(1)-, L(2)-, L(p)-norm, and Huber estimators as special cases.; Mathematics, Applied; Mathematics; SCI(E); 1; ARTICLE; 5; 533-541; 38
语种	英语
出处	SCI
出版者	science in china series a mathematics physics astronomy technological sciences
内容类型	其他
源URL	[http://hdl.handle.net/20.500.11897/402964]
专题	数学科学学院
推荐引用方式 GB/T 7714	SHI, PD,ZHENG, ZG. RATES OF CONVERGENCE OF M-ESTIMATORS FOR PARTLY LINEAR-MODELS INVOLVING TIME-SERIES. 1995-01-01.

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