REN Zhe, CHEN Minghua. Strong Consistency of a Class of Estimators in Partial Linear Model for Negative Associated Samples[J]. Chinese Journal of Applied Probability and Statistics, 2002, 18(1): 60-66.
Citation: REN Zhe, CHEN Minghua. Strong Consistency of a Class of Estimators in Partial Linear Model for Negative Associated Samples[J]. Chinese Journal of Applied Probability and Statistics, 2002, 18(1): 60-66.

Strong Consistency of a Class of Estimators in Partial Linear Model for Negative Associated Samples

  • Consider the heteroscedastic regression model: yi=xiβ+gti)+σiei, 1≤in, where σi2=fui). Here the design points (xi,ti,ui) are known and nonrandom, g and f are unknown functions, β is an unknown parameter to be estimated, and the errors ei are negatively associated random variables. For the least squares estimator \widehat\beta_nn and the weighted least squares estimator \bar\beta_nn of β, we establish their strong consistency under suitable conditions.
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