数学物理学报(英文版) ›› 1994, Vol. 14 ›› Issue (2): 146-152.
朱力行, 安鸿志
Zhu Lixing, An Hongzhi
摘要: In this note, a sort of partially linear models, Y=βτX+g(T)+ε is considered, where T and X are, respectively, one-dimensional and d-dimen-sional, and independent each other. Under the least restrictions for the distributions of X and ε, a strong consistent estimate of parameter β based on the method of An and Zhu is proposed, and under mild conditions, an estimate of g(T) is proved to be consistent to g(T).