一个半参数回归模型的渐近正态性(英文)

Asymptotic Normality in a Semiparametric Regression Model

考虑半多数回归模型yi＝xiβ＋g（xi）＋εi，lin，这里xi是具有已知方差σ的独立同分布随机样本，εi是具有零均值和有限方基σ2的独立同分布随机误差．β，g和εi的分布密度是未知的．本文作者构造了一个具有更小渐近方差的β的一个渐近正态估计．

Suppase that yi = xiβ + g(xi) + εi； l i n, where xi are independent identically distributed (i.i.d) random samples with known variance σ, the εi are independent identically distributed random variables with zero means and finite variance σ, β, g and the density function of εi are unknow. An estimator of β is constructed, whose variance is smaller than those given by other authors.