| 摘要: |
| 考虑函数带误差的部分线性模型，研究约束条件下参数分量的统计推断.首先提出参数的约束估计并证明其渐进正态性；同时基于广义似然比统计量提出一种检验过程，并证明了即使在一般条件下函数中误差的Wilks现象仍然存在；最后，通过数值模拟检验约束估计值的一致性和检验统计量的有效性. |
| 关键词: 部分线性模型 函数带误差 统计推断 约束估计 Wilks现象 |
| DOI： |
| 分类号: |
| 基金项目: |
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| Statistical Inference for Partially Linear Models of Errors in function Under Restricted Conditions |
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LI Meng han， XIA Xiao chao
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| Abstract: |
| This paper considers a partially linear model of errors in function.Statistical inference for the parametric component under restrictions is investigated.Firstly，a restricted estimator for the parameter is derived and is demonstrated to be asymptotic normal.Then，a test procedure based on the generalized likelihood ratio statistic is proposed.It is proven that the Wilks phenomenon for errors in function still holds under some mild conditions.Finally，a simulation study is carried out to examine the consistency of the proposed restricted estimators and the validity of the test statistic. |
| Key words: partially linear model error in function statistical inference restricted estimator Wilks phenomenon |
