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Estimate for a semiparametric regression model. (Chinese. English summary) Zbl 0954.62050

Summary: For a semiparametric regression model \[ y_i^{(T)}= \beta x_i^{(T)} +g(t_i^{(T)}) +\varepsilon_i^{(T)},\quad 1\leq i\leq T, \] the author defines estimators \(\widehat\beta_T\) and \(g_T(t)\) for \(\beta\) and \(g\), and obtains strong and uniform strong consistency and \(s\) th-mean and uniform \(s\) th-mean consistency.

MSC:

62G08 Nonparametric regression and quantile regression
62G20 Asymptotic properties of nonparametric inference
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