| NSD误差下线性模型LAD估计的线性表示 |
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| 引用本文： | 王星惠,韩瑞东,胡舒合.NSD误差下线性模型LAD估计的线性表示[J].数学年刊A辑(中文版),2019(1):093-104. |
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| 作者姓名： | 王星惠 韩瑞东 胡舒合 |
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| 作者单位： | 安徽大学统计学系, 合肥 230601.,中国人民大学统计学院, 北京 100872.,通信作者. 安徽大学数学科学学院, 合肥 230601. |
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| 基金项目： | 本文受到国家自然科学基金(No.11701005,No.11871072,No.11671012),
安徽省自然科学基金(No.1608085QA02,No.1508085J06)和安徽大学人才计划项目的资助. |
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| 摘 要： | 考虑了NSD误差下的线性模型并建立回归参数LAD估计的线性表示.这些结果将独立误差的情形推广和改进到NSD误差的情形.作为一个应用,获得了LAD估计量的收敛率.
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| 关 键 词： | LAD estimator Linear representation NSD Rate of convergence |
| 收稿时间： | 2016/9/11 0:00:00 |
| 修稿时间： | 2017/6/14 0:00:00 |
Linear Representations of LAD Estimators in Linear Models with NSD Errors |
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| WANG Xinghui,HAN Ruidong and HU Shuhe.Linear Representations of LAD Estimators in Linear Models with NSD Errors[J].Chinese Annals of Mathematics,2019(1):093-104. |
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| Authors: | WANG Xinghui HAN Ruidong and HU Shuhe |
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| Institution: | Department of Statistics, Anhui University, Hefei 230601, China.,School of Statistics, Renmin University of China, Beijing 100872, China. and Corresponding author. School of Mathematical Science, Anhui University, Hefei 230601, China. |
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| Abstract: | This paper deals with the linear model with NSD
errors and establish the linear representation of least absolute deviation (LAD) estimators of the regressive parameter,
which generalizes and improves the result of independent errors to the case of negatively superadditive dependent errors.
As an application, the convergence rate of LAD estimators is obtained. |
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| Keywords: | LAD estimator Linear representation NSD Rate of convergence |
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