supported by the National Statistical Science Research Project(Grant No.2020LY010);the Open Research Fund of Key Laboratory of Advanced Theory and Application in Statistics and Data Science-MOE,ECNU;the Fundamental Research Funds for the Central Universities.
supported by the National Natural Science Foundation of China(10871146)
考虑半参数回归模型yi=xiβ+g(ti)+Vi(1≤i≤n), 其中(xi,ti)是已知的设计点, 斜率参数β是未知的, g(·)是未知函数, 误差Vi=sum from j=-∞ to ∞(cjei-j),sum from j=-∞ to ∞(|cj|<∞)并且ei是负相关的随机变量. 在适当的条件下, ...