For the linear model y_i=x_iθ+e_i, i=1, 2,…, let the error sequence {e_i}_i=1 be iidr.v.’s, with unknown density f(x). In this paper,a nonparametric estimation method based onthe residuals is proposed for estimatin...For the linear model y_i=x_iθ+e_i, i=1, 2,…, let the error sequence {e_i}_i=1 be iidr.v.’s, with unknown density f(x). In this paper,a nonparametric estimation method based onthe residuals is proposed for estimating f(x) and the consistency of the estimators is obtained.展开更多
基金The project supported by National Natural Science Foundation of China Crant 18971061
文摘For the linear model y_i=x_iθ+e_i, i=1, 2,…, let the error sequence {e_i}_i=1 be iidr.v.’s, with unknown density f(x). In this paper,a nonparametric estimation method based onthe residuals is proposed for estimating f(x) and the consistency of the estimators is obtained.
