Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1148839 | Journal of Statistical Planning and Inference | 2006 | 21 Pages |
Abstract
This paper is concerned with the heteroscedastic semi-parametric regression model yi=xiβ+g(ti)+Ïiei,1⩽i⩽n, where Ïi2=f(ui), (xi,ti,ui) are fixed design points, g and f are unknown functions, and random errors ei are negatively associated (NA) random variables. The strong consistency and asymptotic normality for least-squares estimators and weighted least-squares estimators of β are studied. In addition, the strong consistency for the estimators of f(·) and g(·) is investigated. Some results on independent random error settings are extended.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Jong-Il Baek, Han-Ying Liang,