首页>成果

  • 综合
  • 标题
  • 关键词
  • 摘要
  • 学者
  • 期刊-刊名
  • 期刊-ISSN
  • 会议名称
搜索

[期刊论文]

Convex analysis in the semiparametric model with Bernstein polynomials

分享
编辑 删除 报错

作者:

Ding, Jianhua (Ding, Jianhua.) | Zhang, Zhongzhan (Zhang, Zhongzhan.) (学者:张忠占)

收录:

Scopus SCIE

摘要:

In this paper, we propose Bernstein polynomial estimation for the partially linear model when the nonparametric component is subject to convex (or concave) constraint. We employ a nested sequence of Bernstein polynomials to approximate the convex (or concave) nonparametric function. Bernstein polynomial estimation can be obtained as a solution of a constrained least squares method and hence we use a quadratic programming algorithm to compute efficiently the estimator. We show that the estimator of the parametric part is asymptotically normal. The rate of convergence of the nonparametric function estimator is established under very mild conditions. The small sample properties of our estimation are provided via simulation study and compared with regression splines method. A real data analysis is conducted to illustrate the application of the proposed method. (C) 2014 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.

关键词:

Asymptotic distribution Convexity Bernstein polynomials Empirical process

作者机构:

  • [ 1 ] [Ding, Jianhua]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Zhang, Zhongzhan]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Ding, Jianhua]Shanxi Datong Univ, Dept Math, Datong 037009, Peoples R China

通讯作者信息:

  • 张忠占

    [Zhang, Zhongzhan]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

电子邮件地址:

查看成果更多字段

来源 :

JOURNAL OF THE KOREAN STATISTICAL SOCIETY

ISSN: 1226-3192

年份: 2015

期: 1

卷: 44

页码: 58-67

0 . 6 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:82

JCR分区:4

中科院分区:4

被引次数:

WoS核心集被引频次: 4

SCOPUS被引频次: 4

近30日浏览量: 0

归属院系:

在线人数/总访问数:106/4694114
地址:北京工业大学图书馆(北京市朝阳区平乐园100号 邮编:100124) 联系我们:010-67392185
版权所有:北京工业大学图书馆 站点建设与维护:北京爱琴海乐之技术有限公司