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《Chinese Journal of Applied Probability and Statisties》 2001-01
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Near Neighbour Estimate in Semiparametric Regression Model: The Martingale Difference Error Sequence Case

YAN ZAIZAI,WU WEIZHI,NIE ZANKAN (Science College of Xi,an Jiaotong University, Xi'an, 710049)  
In this paper, Under martingale difference error sequence, the near neighbour estimators of both parameter β and nonparameter g(t) in semiparametric regression model are given. The consistency of near neighbour estimators is studied, under some fairly general conditions, the good results are obtained.
【CateGory Index】: O212.1
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