半参数回归模型的近邻估计──鞅差误差序列情形

Near Neighbour Estimate in Semiparametric Regression Model: The Martingale Difference Error Sequence Case

  • 摘要: 在鞅差误差序列下,给出了半参数回归模型中有关参数βg(t)的近邻估计,研究了估计量的相合性,在相当一般的条件下,得到了理想的结果。

     

    Abstract: In this paper, Under martingale difference error sequence, the near neighbour estimators of both parameter β and nonparameter g(t) in semiparametric regression model are given. The consistency of near neighbour estimators is studied, under some fairly general conditions, the good results are obtained.

     

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