FURTHER STUDY STRONG CONSISTENCY OF M ESTIMATOR IN LINEAR MODEL FOR ρ-MIXING RANDOM SAMPLES  

作　　者：Qunying WU 

机构地区：[1]College of Science, Guilin University of Technology, Guilin 541004, China

出　　处：《Journal of Systems Science & Complexity》2011年第5期969-980,共12页系统科学与复杂性学报（英文版）

基　　金：This research is supported by the National Natural Science Foundation of China under Grant No. 11061012, the Support Program of the New Century Guangxi China Ten-hundred-thousand Talents Project under Grant No. 2005214, and the Guangxi, China Science Foundation under Grant No. 0991081.

摘　　要：The strong consistency of M estimators of the regression parameters in linear models for ρ-mixing random errors under some mild conditions is established, which is an essential improvement over the relevant results in the literature on the moment conditions and mixing errors. Especially, Theorem of Wu （2005） is improved essentially on the moment conditions.

关 键 词：Linear model M estimator moment condition ρ-mixing random error strong consistency 

分 类 号：O212.1[理学—概率论与数理统计] TQ051.72[理学—数学]