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Convergence rates of MLE in a partly linear model
 Xue Hongqi
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This paper considers the estimation for a partly linear model with case 1 interval censored data. We assume that the error distribution belongs to a known family of scale distributions with an unknown scale parameter. The sieve maximum likelihood estimator (MLE) for the modelâ€™s parameter is shown to be strongly consistent, and the convergence rate of the estimator is obtained and discussed.
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 Title
 Convergence rates of MLE in a partly linear model
 Journal

Science in China Series A: Mathematics
Volume 45, Issue 11 , pp 13981407
 Cover Date
 20021101
 DOI
 10.1007/BF02880034
 Print ISSN
 10069283
 Online ISSN
 18622763
 Publisher
 Science in China Press
 Additional Links
 Topics
 Keywords

 partly linear model
 case 1 interval censored data
 sieve MLE
 strong consistency
 convergence rate
 Industry Sectors
 Authors

 Xue Hongqi ^{(1)}
 Author Affiliations

 1. Department of Mathematics, Graduate School, Chinese Academy of Sciences, 100039, Beijing, China