Abstract:

For a semiparametric regression model y^(T)_i=βx^(T)_i + g(t^(T)_i)+ε^(T)_i,1≤i≤T, the author defines estimators β^_T and g_T (t) for β and g, and obtains its strong and uniform strong consistency、sth-mean and uniform sth-mean consistency.

Key words: Semiparametric regression model, Estimator, consistency.