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 model’s parameter is shown to be strongly consistent, and the convergence rate of the estimator is obtained and discussed.
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- Convergence rates of MLE in a partly linear model
Science in China Series A: Mathematics
Volume 45, Issue 11 , pp 1398-1407
- Cover Date
- Print ISSN
- Online ISSN
- Science in China Press
- Additional Links
- partly linear model
- case 1 interval censored data
- sieve MLE
- strong consistency
- convergence rate
- Xue Hongqi (1)
- Author Affiliations
- 1. Department of Mathematics, Graduate School, Chinese Academy of Sciences, 100039, Beijing, China