混合样本线性模型参数M估计的强相合性  

The Strong Consistency of M Estimators in Linear Model for Mixing Samples

作　　者：李强[1] 吴翊[1] 

机构地区：[1]国防科技大学理学院数学与系统科学系,长沙410073

出　　处：《工程数学学报》2008年第5期878-886,共9页Chinese Journal of Engineering Mathematics

摘　　要：研究了ρ混合,φ混合和ψ混合样本线性模型中的M估计,在较弱的矩条件和混合系数条件下,获得了M估计是强相合的充分条件。与相应结论比较,有了较大的实质性改进。M estimators in linear model for ρ-mixing, φ-mixing and ψ-mixing samples are discussed. On weak moment conditions and mixing coeffcient conditions, the suffcient condition for the strong consistency of the M estimator is obtained. The result is better than the existing results.

关 键 词：混合序列 线性模型 M估计 强相合性 

分 类 号：O212.1[理学—概率论与数理统计]