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...

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Bibliographic Details
Main Authors: Fangning Fu, Zhen Zeng, Xiangdong Liu
Format: Article
Language:English
Published: SpringerOpen 2019-03-01
Series:Journal of Inequalities and Applications
Subjects:
Online Access:http://link.springer.com/article/10.1186/s13660-019-2017-7