Difference-based M-estimator of generalized semiparametric model with NSD errors
Abstract In this paper, we consider the generalized semiparametric model (GSPM) yi=h(xiTβ)+f(ti)+ei,1≤i≤n, $$ y_{i}=h\bigl(\mathbf{x}_{i}^{T}\beta \bigr)+f(t_{i})+e_{i} , \quad 1\leq i\leq n, $$ where h(⋅) $h(\cdot )$ is a known function, ei $e_{i}$ are dependent errors. We obtain an estimator of th...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
SpringerOpen
2019-03-01
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Series: | Journal of Inequalities and Applications |
Subjects: | |
Online Access: | http://link.springer.com/article/10.1186/s13660-019-2017-7 |