误差为鞅差序列线性模型参数M估计的强相合性

王星惠; 陆安；

王星惠, 陆安；. 误差为鞅差序列线性模型参数M估计的强相合性[J]. 信阳师范学院学报(自然科学版), 2010, 23(4): 509-512.

引用本文:

王星惠, 陆安；. 误差为鞅差序列线性模型参数M估计的强相合性[J]. 信阳师范学院学报(自然科学版), 2010, 23(4): 509-512.

WANG Xing-hui, LU An. Strong Consistency of M-estimators in Linear Model under Martingale Difference Sequence[J]. Journal of Xinyang Normal University (Natural Science Edition), 2010, 23(4): 509-512.

Citation:

WANG Xing-hui, LU An. Strong Consistency of M-estimators in Linear Model under Martingale Difference Sequence[J]. Journal of Xinyang Normal University (Natural Science Edition), 2010, 23(4): 509-512.

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

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

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