J4 ›› 2013, Vol. 48 ›› Issue (1): 83-88.

• Articles • Previous Articles     Next Articles

The r-th moment consistency of estimators for a semi-parametric regression model for positively associated errors

LI Yong-ming1, DING Li-wang2   

  1. 1. College of Mathematics and Computer, Shangrao Normal University, Shangrao  334001, Jiangxi, China;
    2. College of Mathematical Science, Guangxi Teachers University, Nanning 530023, Guangxi, China
  • Received:2012-03-24 Online:2013-01-20 Published:2013-01-15

Abstract:

Considering the semiparametric regression model Yni=β·tni+g(xni)+εni, 1≤i≤n, where {εni, 1≤i≤n} are positively associated errors. Under suitable conditions, the rth moment consistency of the estimators for the unknown g(·) and β were obtained.

Key words: weighted function estimator; positively associated errors; semi-parametric regression model; r-th moment consistency

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