误差为鞅差序列线性模型参数M估计的强相合性

Strong Consistency of M-estimators in Linear Model under Martingale Difference Sequence

摘要: 研究了随机误差为鞅差序列的线性模型中回归参数β0的M估计,在一定的条件下证明了回归参数M估计的强相合性,推广了陈希孺等（1996）和杨善朝（2002）的结果.

Abstract: The M-estimators of regression parameter β0 in the linear model under martingale difference sequence is considered.The strong consistency of the M-estimators of regression parameter is proved under some conditions,which extends the results of Chen Xiru,et al（1996）and Yang Shanchao（2002）.更多还原