误差为NOD线性模型参数M估计的强相合性  

Strong Consistency of M-estimates in Linear Model Under NOD Errors

作　　者：屈思敏[1] 

机构地区：[1]广西财经学院信息与统计学院,广西南宁530003

出　　处：《数学的实践与认识》2012年第19期245-253,共9页Mathematics in Practice and Theory

摘　　要：研究了随机误差为NOD序列的线性模型中回归参数β_0的M估计,在较弱的矩条件下证明了回归参数M估计的强相合性,推广和改进了陈和赵(1996),杨(2002)和Wu(2006)等的结果,推广了肖(2007)等的结果.We consider the M-estimators of regression parameters β0 in the linear model for NOD sequence. The strong consistency of the M-estimator of regression parameters is proved under weaker moment conditions, which extends and improves the results of Chen, et al. and Yang, and extends the results of Xiao et al.

关 键 词：NOD差序列 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]