Acta mathematica scientia,Series B ›› 1994, Vol. 14 ›› Issue (2): 146-152.

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A NOTE ON THE STRONG CONSISTENCY OF ESTEMATES IN PARTIALLY LINEAR MODELS

Zhu Lixing, An Hongzhi   

  1. Institute of Applied Mathematics, Chinese Academy of Sciences, Beijing 100080, China
  • Received:1992-01-02 Online:1994-06-25 Published:1994-06-25

Abstract: 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).

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