SOME CONVERGENCE THEORY FOR ITERATIVE ESTIMATION PROCEDURES WITH AN APPLICATION TO SEMIPARAMETRIC ESTIMATION

JEFF DOMINITZ; ROBERT P.SHERMAN

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SOME CONVERGENCE THEORY FOR ITERATIVE ESTIMATION PROCEDURES WITH AN APPLICATION TO SEMIPARAMETRIC ESTIMATION

机译：迭代估计过程的一些收敛理论及其在半参数估计中的应用

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We develop general conditions for rates of convergence and convergence in distribution of iterative procedures for estimating finite-dimensional parameters.An asymptotic contraction mapping condition is the centerpiece of the theory.We illustrate some of the results by deriving the limiting distribution of a two-stage iterative estimator of regression parameters in a semiparametric binary response model.Simulation results illustrating the computational benefits of the first-stage iterative estimator are also reported.

机译：我们开发了用于估计有限维参数的迭代过程分布的收敛速度和收敛速度的一般条件。渐近收缩映射条件是该理论的核心。我们通过导出两阶段的极限分布来说明一些结果半参数二进制响应模型中回归参数的迭代估计器。还报告了模拟结果，该结果说明了第一阶段迭代估计器的计算优势。

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《Econometric Theory》 |2005年第4期|共26页
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JEFF DOMINITZ; ROBERT P.SHERMAN;
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1. SOME CONVERGENCE THEORY FOR ITERATIVE ESTIMATION PROCEDURES WITH AN APPLICATION TO SEMIPARAMETRIC ESTIMATION [J] . JEFF DOMINITZ, ROBERT P.SHERMAN Econometric Theory . 2005,第4期

机译：迭代估计过程的一些收敛理论及其在半参数估计中的应用
2. Kriging based iterative parameter estimation procedure for biotechnology applications with nonlinear trend functions [J] . Lars Freier, Eric von Lieres IFAC PapersOnLine . 2015,第1期

机译：具有非线性趋势函数的生物技术应用中基于Kriging的迭代参数估计程序
3. Estimation and application of semiparametric stochastic volatility models based on kernel density estimation and hidden Markov models [J] . Hao Hong‐Xia, Lin Jin‐Guan, Huang Xing‐Fang, Applied stochastic models in business and industry . 2018,第3期

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4. On wavelet estimation in semiparametric regression models under convergence system error sequences [C] . Qiang Li, Yi Wu, ICWAPR International Conference on Wavelet Analysis and Pattern Recognition . 2007

机译：收敛系统误差序列下半甲基射回模型的小波估计
5. Essays on semiparametric efficient adaptive estimation and empirical applications in finance. [D] . Sun, Yiguo. 2002

机译：关于半参数有效自适应估计及其在金融中的经验应用的论文。
6. Accelerated Path-following Iterative Shrinkage Thresholding Algorithm with Application to Semiparametric Graph Estimation [O] . Tuo Zhao, Han Liu -1

机译：加速路径跟随迭代收缩阈值算法及其在半参数图估计中的应用
7. An Iterative Estimation Procedure for Mixed Poisson Processes via EM Algorithm and Its Application to Queueing Systems (Development of the optimization theory for the dynamic systems and their applications) [O] . Okamura Hiroyuki, Dohi Tadashi 2002

机译：基于EM算法的混合泊松过程迭代估计程序及其在排队系统中的应用（动态系统优化理论的发展及其应用）
8. Treatment Contrasts in Paired Comparisons: Convergence of a Basic Iterative Scheme for Estimation. [R] . El-Helbawy, A. T., Bradley, R. A. 1975

机译：配对比较中的治疗对比：估计的基本迭代方案的收敛性。

SOME CONVERGENCE THEORY FOR ITERATIVE ESTIMATION PROCEDURES WITH AN APPLICATION TO SEMIPARAMETRIC ESTIMATION

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