Strong Consistency of a Class of Estimators in Partial Linear Model for Negative Associated Samples
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Abstract
Consider the heteroscedastic regression model: yi=xiβ+g(ti)+σiei, 1≤i≤n, where σi2=f(ui). 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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