Affiliation:
1. School of Big Data and Statistics, Anhui University, Hefei, P.R. China
Abstract
In this paper, we investigate the parametric component and nonparametric
component estimators in a semiparametric regression model based on
m-asymptotic negatively associated (m-ANA, for short) random variables. The
r-th (r > 1) mean consistency, complete consistency and uniform consistency
are obtained under some suitable conditions. In order to assess the finite
sample performance, we also present a numerical simulation in the last
section of the paper. The results obtained in the paper extend the
corresponding ones for independent random errors, ?-mixing and other
dependent random errors.
Publisher
National Library of Serbia
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