Random Weighted Approximation in Semiparametric Regression Model Under Fixed Design

To simulate the error distribution of parametric estimation, the random weighted approximation of the error distribution of parametric estimation in the semiparametric regression model under fixed design is studied and the random weighted statistic is structured by means of random weighted method. Under proper conditions the distribution of the random weighted statistic is used to approximate the error distribution of the preestimation, the accuracy of which can reach o (n -1/2).