ON ASYMPTOTIC NORMALITY IN A SEMIPARAMETRIC MODEL
Liang Hua(Institute of Systems Science, Academia Sinica, Beijing 100080)
Suppose that, 1≤i≤n, where Xi(kvectors) and ti (real numbers) are known, the εi are independent identical random variables with zero means and finite variance σ2, β,g, and εi are unknown. Estimators of β are given when density distributions of ε is unknown. It is shown that these estimators are asymptotically normal, whose variance is smaller than that given by other authors.
【CateGory Index】： O141.4