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Root-n consistent estimation in partly linear regression models

โœ Scribed by Anton Schick


Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
262 KB
Volume
28
Category
Article
ISSN
0167-7152

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A New Class of Consistent Estimators for
โœ Hong-Zhi An; Fred J Hickernell; Li-Xing Zhu ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 349 KB

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