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Dimension-reduction type test for linearity of a stochastic regression model

✍ Scribed by Zhu Lixing; Li Runze


Book ID
110620019
Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
1998
Tongue
English
Weight
574 KB
Volume
14
Category
Article
ISSN
0168-9673

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In this paper we propose a new approach for estimating the unknown parameter in the stochastic linear regressive model with stationary ergodic sequence of covariates. Under mild conditions on the joint distribution of the covariate and the error, the estimator constructed is shown to be strongly con