Strong Consistency of Estimators in a Partially Linear Model with Asymptotically Almost Negatively Associated Errors
This paper studies a heteroscedastic partially linear regression model in which the errors are asymptotically almost negatively associated (AANA, in short) random variables with not necessarily identical distribution and zero mean. Under some mild conditions, we establish the strong consistency of l...
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| Format: | Article |
| Language: | English |
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Wiley
2020-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2020/2934914 |
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| author | Yu Zhang Xinsheng Liu Mohamed Sief |
| author_facet | Yu Zhang Xinsheng Liu Mohamed Sief |
| author_sort | Yu Zhang |
| collection | DOAJ |
| description | This paper studies a heteroscedastic partially linear regression model in which the errors are asymptotically almost negatively associated (AANA, in short) random variables with not necessarily identical distribution and zero mean. Under some mild conditions, we establish the strong consistency of least squares estimators, weighted least squares estimators, and the ultimate weighted least squares estimators for the unknown parameter, respectively. In addition, the strong consistency of the estimator for nonparametric component is also investigated. The results derived in the paper include the corresponding ones of independent random errors and some dependent random errors as special cases. At last, two simulations are carried out to study the numerical performance of the strong consistency for least squares estimators and weighted least squares estimators of the unknown parametric and nonparametric components in the model. |
| format | Article |
| id | doaj-art-2a461469998142a296c223f7c3a48170 |
| institution | Kabale University |
| issn | 1026-0226 1607-887X |
| language | English |
| publishDate | 2020-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Discrete Dynamics in Nature and Society |
| spelling | doaj-art-2a461469998142a296c223f7c3a481702025-02-03T01:05:04ZengWileyDiscrete Dynamics in Nature and Society1026-02261607-887X2020-01-01202010.1155/2020/29349142934914Strong Consistency of Estimators in a Partially Linear Model with Asymptotically Almost Negatively Associated ErrorsYu Zhang0Xinsheng Liu1Mohamed Sief2State Key Laboratory of Mechanics and Control of Mechanical Structures, Institute of Nano Science and Department of Mathematics, Nanjing University of Aeronautics and Astronautics, Nanjing 210016, ChinaState Key Laboratory of Mechanics and Control of Mechanical Structures, Institute of Nano Science and Department of Mathematics, Nanjing University of Aeronautics and Astronautics, Nanjing 210016, ChinaState Key Laboratory of Mechanics and Control of Mechanical Structures, Institute of Nano Science and Department of Mathematics, Nanjing University of Aeronautics and Astronautics, Nanjing 210016, ChinaThis paper studies a heteroscedastic partially linear regression model in which the errors are asymptotically almost negatively associated (AANA, in short) random variables with not necessarily identical distribution and zero mean. Under some mild conditions, we establish the strong consistency of least squares estimators, weighted least squares estimators, and the ultimate weighted least squares estimators for the unknown parameter, respectively. In addition, the strong consistency of the estimator for nonparametric component is also investigated. The results derived in the paper include the corresponding ones of independent random errors and some dependent random errors as special cases. At last, two simulations are carried out to study the numerical performance of the strong consistency for least squares estimators and weighted least squares estimators of the unknown parametric and nonparametric components in the model.http://dx.doi.org/10.1155/2020/2934914 |
| spellingShingle | Yu Zhang Xinsheng Liu Mohamed Sief Strong Consistency of Estimators in a Partially Linear Model with Asymptotically Almost Negatively Associated Errors Discrete Dynamics in Nature and Society |
| title | Strong Consistency of Estimators in a Partially Linear Model with Asymptotically Almost Negatively Associated Errors |
| title_full | Strong Consistency of Estimators in a Partially Linear Model with Asymptotically Almost Negatively Associated Errors |
| title_fullStr | Strong Consistency of Estimators in a Partially Linear Model with Asymptotically Almost Negatively Associated Errors |
| title_full_unstemmed | Strong Consistency of Estimators in a Partially Linear Model with Asymptotically Almost Negatively Associated Errors |
| title_short | Strong Consistency of Estimators in a Partially Linear Model with Asymptotically Almost Negatively Associated Errors |
| title_sort | strong consistency of estimators in a partially linear model with asymptotically almost negatively associated errors |
| url | http://dx.doi.org/10.1155/2020/2934914 |
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