Abstract:

For a semiparametric regression model y(n)i=x (n)iβ+g(t(n)i)+ε(n)i  with Lq mixin gale errors, the authors define estimators βD(-*8〗∧[DD)]n and [AKg ＾]n(t) for β and g respectively,and obtain its qth mean consistency  under suitable conditions.


Key words: Semiparametric regression model;L q mixingale;Martingale sequence;qth mean consistency. 