| 污染线性模型的非参数估计 |
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| 引用本文： | 柴根象,孙燕,杨筱菡.污染线性模型的非参数估计[J].高校应用数学学报(英文版),2001,16(2):195-202. |
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| 作者姓名： | 柴根象 孙燕 杨筱菡 |
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| 作者单位： | Chai Genxiang Sun Yan Yang XiaohanDept.ofAppl.Math.,TongjiUniv.,Shanghai200092 |
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| 摘 要： | Abstract. In this paper, the following contaminated linear model is considered:
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| 关 键 词： | 污染线性模型 非参数估计 强连贯性 数理统计 数学模型理论 |
Non-parametric estimation in contaminated linear model |
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| Chai Genxiang,Sun Yan,Yang Xiaohan.Non-parametric estimation in contaminated linear model[J].Applied Mathematics A Journal of Chinese Universities,2001,16(2):195-202. |
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| Authors: | Chai Genxiang Sun Yan Yang Xiaohan |
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| Institution: | (1) Dept. of Appl. Math., Tongji Univ., 200092 Shanghai |
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| Abstract: | In this paper, the following contaminated linear model is considered:
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(1) |
, where r.v. 's {y
i
} are contaminated with errors {z
i
}. To assume that the errors have the finite moment of order 2 only. The non-parametric estimation of contaminated coefficient
ε and regression parameter β are established, and the strong consistency and convergence rate almost surely of the estimators
are obtained. A simulated example is also given to show the visual performance of the estimations. |
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| Keywords: | Contaminated data non parametric estimation strong consistency convergence rate almost surely |
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