半参数模型误差为鞅差序列的r阶矩相合性

ON r -TH MEAN CONSISTENCY OF SEMIPARAMETRIC REGRESSION MODEL UNDER MARTINGALE DIFFERENCE SEQUENCES

利用偏残差法并综合最小二乘法,给出了半参数回归模型中参数β和非参数g(t)的^β、^g(t),在误差为鞅差序列时,得到了^β、^g(t)的r(r≥2)阶矩相合性。

We use least squares and least neighhor weight function to define the estimations and (t) for parametric β and nonparametric g(t) of semiparametric regression model, and obtain their r th mean consistency under martingale difference sequences.