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污染线性模型的非参数估计
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. DOI: 10.1007/s11766-001-0027-x
作者姓名:柴根象  孙燕  杨筱菡
作者单位:Chai Genxiang Sun Yan Yang XiaohanDept.ofAppl.Math.,TongjiUniv.,Shanghai200092
摘    要:Abstract. In this paper, the following contaminated linear model is considered:

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
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. DOI: 10.1007/s11766-001-0027-x
Authors:Chai Genxiang  Sun Yan  Yang Xiaohan
Affiliation:(1) Dept. of Appl. Math., Tongji Univ., 200092 Shanghai
Abstract:In this paper, the following contaminated linear model is considered:

$$y_i  = (1 - varepsilon )xbegin{array}{*{20}c}   tau      i   end{array} beta  + z_{_i } ,1 leqslant i leqslant n,$$
(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.
Keywords:Contaminated data   non parametric estimation   strong consistency  convergence rate almost surely.
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