丁士俊, 姜卫平. 线性半参数模型非参数假设检验理论和方法[J]. 武汉大学学报 ( 信息科学版), 2014, 39(12): 1467-1471.
引用本文: 丁士俊, 姜卫平. 线性半参数模型非参数假设检验理论和方法[J]. 武汉大学学报 ( 信息科学版), 2014, 39(12): 1467-1471.
Ding Shijun, Jiang Wei ping. Theory and Method of Hypothetical Test for Nonparameters in Linear Semiparametric Model[J]. Geomatics and Information Science of Wuhan University, 2014, 39(12): 1467-1471.
Citation: Ding Shijun, Jiang Wei ping. Theory and Method of Hypothetical Test for Nonparameters in Linear Semiparametric Model[J]. Geomatics and Information Science of Wuhan University, 2014, 39(12): 1467-1471.

线性半参数模型非参数假设检验理论和方法

Theory and Method of Hypothetical Test for Nonparameters in Linear Semiparametric Model

  • 摘要: 线性半参数回归模型L=Bx+s+△是线性模型与非参数回归模型的混合体,在半参数模型补偿最小二乘估计基木理论的基础上,详细介绍了半参数模型非参数假设检验的理论与方法,导出了其假设检验统计量,并对检验统计量的分布进行了推导与证明。最后通过模拟算例验证了其理论与方法的有效性。

     

    Abstract: The linear semiparametric regression model L=BX+s+△ is a combine of classical linear model with nonparametric regression model. Based on the basic theory of the penalized least squares for the semiparametric mode,this paper presents a detailed discussion on the theory and method of hypothetical test for nonparameters in the linear semiparametric model and the hypothetical test statictics are derived and its distribution are proved. Finally the validity of the proposed theory and method of the hypothetical test for nonparameter is confimed by simulated experiment.

     

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