| P^-混合样本线性模型M估计的强相合性 |
| |
| 引用本文： | 李强,吴翊.P^-混合样本线性模型M估计的强相合性[J].应用数学,2007,20(2):381-385. |
| |
| 作者姓名： | 李强 吴翊 |
| |
| 作者单位： | 国防科技大学理学院数学与系统科学系,湖南长沙410073 |
| |
| 摘 要： | 研究了P^-混合样本线性模型中的M估计，在较弱的矩条件下，获得了M估计是强相舍估计的充分条件．与相应结论比较，有了较大的实质性改进。
|
| 关 键 词： | P^-混合样本 线性模型 M估计 强相合性 |
| 修稿时间： | 2006-10-16 |
Strong Consistency of M Estimator in Linear Model for p^- Mixing Sample |
| |
| LI Qiang, WU Yi.Strong Consistency of M Estimator in Linear Model for p^- Mixing Sample[J].Mathematica Applicata,2007,20(2):381-385. |
| |
| Authors: | LI Qiang WU Yi |
| |
| Institution: | Department of Mathematics and System Science, Science School, National Univ. of Defense Tech. ,Changsha 410073,China |
| |
| Abstract: | M estimator in linear model for p^--mixing samples is disscussed. Under lower moment conditions, the sufficient condition for strong consistency of M estimator is obtained. Result is greatly better than the corresponding result. |
| |
| Keywords: | p^- mixing sample Linear model M estimator Strong consistency |
| 本文献已被 维普 等数据库收录！ |
