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Rates of convergence of some estimators for a semiparametric model

 

作者: Jyh-Jen Horng Shiau,   Grace Wahba,  

 

期刊: Communications in Statistics - Simulation and Computation  (Taylor Available online 1988)
卷期: Volume 17, issue 4  

页码: 1117-1133

 

ISSN:0361-0918

 

年代: 1988

 

DOI:10.1080/03610918808812716

 

出版商: Marcel Dekker, Inc.

 

关键词: Rate of convergenc;partial spline;smoothing splin;semiparametric mode;generaii~ed - cross - validation

 

数据来源: Taylor

 

摘要:

In this paper, we analyze the rates of convergence of the mean square error of a partial spline estimator and a Denby/Speckman - type estimator for the parametric component of a semiparametric model under a wide range of conditions. It is found that the Denby/Speckman - type estimator has a faster rate of convergence than the partial spline estimator for some cases. Itis shown that the optimal rate of decrease for the smoothing parameter X under the criterion of minimizing MSE for the parametric component is not necessarily the same as the optimal rate for minimization of the predictive mean square error in the function estimate. Thus data based estimates for X optimal for predictive mean square error in the function, such as GCV, maynot be optimal for mean square error in the parametric component, leaving open the question of a data based estimate for X in this context.

 

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