ESTIMATION OF THE NUISANCE PARAMETER FOR A SEMIMARTINGALE REGRESSION MODEL

被引：0
|
作者：
潘一民
罗少波
机构：
[1] Academia Sinica
[2] Institute of Applied Mathematics
来源：
Acta Mathematicae Applicatae Sinica(English Series) | 1991年 / 01期
关键词：
ESTIMATION OF THE NUISANCE PARAMETER FOR A SEMIMARTINGALE REGRESSION MODEL;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
A nuisance parameter is introduced to the semimartingale regression model proposed by Aalen(1980), and we construct two estimators for this nuisance parameter based on the results ofparametric estimation which were given by Mckeague (1986) using the method of sieves. Theconsistency of the estimators is also provided.
引用
收藏
页码：1 / 5
页数：5
相关论文
共 50 条
  • [41] An alternative algorithm of the empirical likelihood estimation for the parameter of a linear regression model
    Ozdemir, Senay
    Arslan, Olcay
    COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2019, 48 (07) : 1913 - 1921
  • [42] Robust parameter estimation of regression model with AR(p) error terms
    Tuac, Y.
    Guney, Y.
    Senoglu, B.
    Arslan, O.
    COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2018, 47 (08) : 2343 - 2359
  • [43] Parameter Estimation for Semi-parametric Regression Model with Linear Constraints
    Xia, Yafeng
    Wu, Yongdong
    2012 THIRD INTERNATIONAL CONFERENCE ON THEORETICAL AND MATHEMATICAL FOUNDATIONS OF COMPUTER SCIENCE (ICTMF 2012), 2013, 38 : 355 - 359
  • [44] Improved estimation method for high dimension semimartingale regression models based on discrete data
    Pchelintsev, Evgeny
    Pergamenshchikov, Serguei
    Leshchinskaya, Maria
    STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES, 2022, 25 (03) : 537 - 576
  • [45] Sparse parameter estimation for external trajectory based on semi-parameter nonlinear regression model
    Lin, Liang
    Li, Tie
    Wang, Jiong-Qi
    Dandao Xuebao/Journal of Ballistics, 2010, 22 (04): : 6 - 10
  • [46] BAYESIAN MODEL SELECTION AND PARAMETER ESTIMATION IN PENALIZED REGRESSION MODEL USING SMC SAMPLERS
    Thi Le Thu Nguyen
    Septier, Francois
    Peters, Gareth W.
    Delignon, Yves
    2013 PROCEEDINGS OF THE 21ST EUROPEAN SIGNAL PROCESSING CONFERENCE (EUSIPCO), 2013,
  • [47] Robust model selection for a semimartingale continuous time regression from discrete data
    Konev, Victor
    Pergamenchtchikov, Serguei
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2015, 125 (01) : 294 - 326
  • [48] Parameter Estimation in Geographically Weighted Regression
    Luo, Juan
    2009 17TH INTERNATIONAL CONFERENCE ON GEOINFORMATICS, VOLS 1 AND 2, 2009, : 1206 - 1211
  • [49] Gamma Regression Model with Nuisance Baseline for Tree Growth Data
    Tonda, Tetsuji
    Kamo, Ken-ichi
    Takahashi, Masayoshi
    FORMATH, 2021, 20
  • [50] A review of existence criteria for parameter estimation of the Michaelis-Menten regression model
    Jukić D.
    Sabo K.
    Scitovski R.
    ANNALI DELL'UNIVERSITA' DI FERRARA, 2007, 53 (2) : 281 - 291
12345