Full-Text Search:
Home|Journal Papers|About CNKI|User Service|FAQ|Contact Us|中文
《Mathematics in Practice and Theory》 2018-18
Add to Favorite Get Latest Update

Sieve Maximum Likelihood Estimator for Functional Probit Model

WANG Long-bing;DU Jiang;ZHANG Zhong-zhan;College of Applied Sciences, Beijing University of Technology;  
This article studies the asymptotic properties of sieve maximum likelihood estimator for functional Probit model. Under some mild conditions, it is proved that the sieve MLEs are strong consistent and asymptotically normally distributed, and the nonparametric part of the sieve MLEs has an optimal convergence rate. Finally, a simulation study is carried out, which shows that the sieve MLEs have good finite sample properties.
【Fund】: 国家自然科学基金(11771032)
【CateGory Index】: O212.1
Download(CAJ format) Download(PDF format)
CAJViewer7.0 supports all the CNKI file formats; AdobeReader only supports the PDF format.
©2006 Tsinghua Tongfang Knowledge Network Technology Co., Ltd.(Beijing)(TTKN) All rights reserved