Resumen
This paper is concerned with the heteroscedastic semi-parametric regression model yi=xi?+g(ti)+?iei,1?i?n, where ?i2=f(ui), (xi,ti,ui) are fixed design points, g and f are unknown functions, and random errors ei are negatively associated (NA) random variables. The strong consistency and asymptotic normality for least-squares estimators and weighted least-squares estimators of ? are studied. In addition, the strong consistency for the estimators of f(·) and g(·) is investigated. Some results on independent random error settings are extended.