NOD误差下线性模型最小L_1模估计相合性的注记  

A Note on the Consistency of Minimum L_1-norm Estimators in Linear Models under NOD Errors

作　　者：金佑来[1] 

机构地区：[1]安徽财贸职业学院公共教学部,安徽合肥230601

出　　处：《内江师范学院学报》2017年第4期47-49,共3页Journal of Neijiang Normal University

基　　金：安徽省自然科学基金项目(1608085QA02)

摘　　要：基于NOD误差下线性模型未知参数最小L_1模估计的相合性的相关结果已被获得.对于NOD序列误差的含有常数项的线性回归模型,借助NOD序列的性质,建立未知常数项和未知参数的最小L1模估计相应的弱相合性和强相合性,将已有成果扩展到含有常数项的线性回归模型中.Based on the NOD errors, the corresponding results for the consistency of L1-norm estimators of the regres- sion coefficients in a linear model were produced. For the linear regression model including a constant term, under NOD errors and using the properties of NOD sequences, the weak consistency and the strong consistency of L1-norm estimators of the un- known constant and the unknown parameter are presented. These extend the results obtained to the linear regression models with a constant term.

关 键 词：相依序列 渐近性质 强相合性 弱相合性 

分 类 号：O212.1[理学—概率论与数理统计]