一类半参数回归模型的估计问题

Estimate for a Semiparametric Regression Model

该文对半参数回归模型ｙｉ^（Ｔ）＝βｘｉ^（Ｔ）＋ｇ（ｔｉ^（Ｔ））＋ε_ｉ^（Ｔ），定义了β，ｇ的估计量β_Ｔ，ｇ_Ｔ（ｔ），获得了它们的强相合、强一致相合、ｓ阶矩相合，ｓ阶一致矩相合性．

For a semiparametric regression model yi(T)=βxi(T) + g(ti(T)) + εi(T), 1 ≤ i ≤ T, the author define extimators βT and gT(t) for β and g, and obtaines its strong and uniform strong consistency. s th-mean and uniform sib-mean consistency.