NQD样本线性回归参数M估计的强相合性  

Strong consistency of M-estimator in Negatively Quadrant Dependent linear regression model

作　　者：李美蓉[1] 李雯 

机构地区：[1]合肥师范学院数学系,安徽合肥230061 [2]合肥特殊教育中心,安徽合肥230001

出　　处：《合肥工业大学学报（自然科学版）》2010年第4期625-628,共4页Journal of Hefei University of Technology：Natural Science

基　　金：安徽省高等学校省级优秀青年人才基金资助项目(2010SQRL151);合肥师范学院教学研究资助项目(2008jyy09)

摘　　要：M估计是用于多元线性模型的一种用极值点定义的估计,近年来,许多学者对M估计进行了研究,获得了许多突出性成果。文章研究了随机误差为两两NQD列的线性模型中回归参数M估计的强相合性的充分条件,在一定条件下得到了线性回归模型未知参数M估计的强相合性,扩大了线性回归参数的M估计的应用范围。M-estimator is one of the estimation methods based on M-numerical value which is widely used in multilinear model. Many scholars have researched it in resent years and obtained lots of outstanding results. This paper studies the sufficient conditions of strong consistency of parameter M-estimator in linear regression model with pairwise Negatively Quadrant Dependent （NQD） sequence as the random error. Then under certain circumstances, the strong consistency of unknown parameter M-estimator in linear regression model is obtained, which enlarges the application range of this field.

关 键 词：两两NQD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]