散布阵一步M-估计的渐近性质  

ASYMPTOTIC PROPERTIES OF DISPERSION MATRIX ONE STEP M-ESTIMATION

作　　者：崔恒建[1] 

机构地区：[1]北京师范大学数学系,100875

出　　处：《系统科学与数学》1993年第3期245-256,共12页Journal of Systems Science and Mathematical Sciences

摘　　要：一、引言与定义对于椭球等高分布散布阵以 A>0和位置参数μ稳健估计已有许多文献讨论过(见 De-vlin,Huber,Maronna,李国英、陈忠琏).鉴于文[5]中的 RPP 散布阵构造及对位置0的椭球等高分布 EC_p(0,A)而言,For G∈(?)_p,μ(G)=0,this paper defines the SSD dispersion matrix and its estimatorA(G_n),defines the MPP dispersion matrix T(G) and its one step M-estimator T(G_n).It dis-cusses the breakdown point,asymptotic normality of A(G);and the asymptotic normality,strong consistency,robustness and the exponential convergence rate of T(G_n).Similar discus-sions are also devoted to the case when μ(G) is unknown.

关 键 词：散布阵 一步M估计 椭球等高分布 

分 类 号：O211.67[理学—概率论与数理统计]