Abstract
In this paper, we investigate the parametric component and nonparametric component estimators in a semiparametric regression model based on -mixing random errors. The r-th mean consistency and uniform consistency are established under some suitable conditions. Finally, a simulation to study the numerical performance of the consistency for the nearest neighbor weight function estimators is provided. The results obtained in the paper complement the existing ones of independent random errors to the case of -mixing random errors.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Communications in Statistics - Simulation and Computation
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
