Asymptotics of estimators in semi-parametric model under NA samples

被引：32

作者：

Baek, Jong-Il ^{[1
]}

Liang, Han-Ying

机构：

[1] Wonkwang Univ, Inst Basic Nat Sci, Div Math & Informat Stat, Iksan 570749, South Korea

[2] Tongji Univ, Dept Appl Math, Shanghai 200092, Peoples R China

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2006年 / 136卷 / 10期

关键词：

semi-parametric model; negatively associated random error; least-square estimator; consistency; asymptotic normality;

D O I：

10.1016/j.jspi.2005.01.008

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper is concerned with the heteroscedastic semi-parametric regression model y(i) = x(i)beta+g(t(i))+sigma(i)e(i), 1 <= i <= n, where sigma(2)(i) = f(u(i)), (x(i), t(i), u(i)) are fixed design points, g and fare unknown functions, and random errors e(i) are negatively associated (NA) random variables. The strong consistency and asymptotic normality for least-squares estimators and weighted least-squares estimators of beta are studied. In addition, the strong consistency for the estimators of f(center dot) and g(center dot) is investigated. Some results on independent random error settings are extended. (c) 2005 Elsevier B.V. All rights reserved.

引用

页码：3362 / 3382

页数：21

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