NA误差下半参数回归模型估计的相合性(英文)

CONSISTENCY ESTIMATE FOR SEMIPARAMETRIC REGRESSION MODEL WITH NEGATIVELY ASSOCIATED ERROR'S STRUCTURE

对半参数回归模型:Y(xin,tin)=tinb+g(xin)+e(xin),1≤j≤m,1≤i≤n,本文在NA相依样本下讨论了g的加权估计及b的最小二乘估计的强相合性与r(>2)阶平均相合性。

For semiparametric regression model Y(x, t)=tb+g(x)+e(x), when the errors e(x) are negatively associated random errors, we study the strong consistency and rth mean (r > 2) consistency for the estimators b and g(x) of b and g, respectively. The results of Hu on independent random errors are extended and the restrictions for weight function W(x) are weakened.