Acta mathematica scientia,Series B ›› 1994, Vol. 14 ›› Issue (2): 146-152.
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Zhu Lixing, An Hongzhi
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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).
Zhu Lixing, An Hongzhi. A NOTE ON THE STRONG CONSISTENCY OF ESTEMATES IN PARTIALLY LINEAR MODELS[J].Acta mathematica scientia,Series B, 1994, 14(2): 146-152.
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