摘要
In this paper, the following contaminated linear model is considered:y i=(1-ε)x τ iβ+z i, 1≤i≤n,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.
In this paper, the following contaminated linear model is considered:y i=(1-ε)x τ iβ+z i, 1≤i≤n,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.