摘要
在一些条件下,本文证明了非线性模型中M-估计量的存在性与一致性,作为进行大样本统计推断的重要步骤,本文导出了M-估计量的极限分布及其渐近方差的一致估计量。
Under some conditions, this paper shows the existence and consistency of M-estimators in nonlinear models. As a crucial step for large sample statistical inference, this paper derives the asymptotic distribution of the M-estiznator and consistent estimator of the asymptotic variance of the M-estimator.
出处
《应用概率统计》
CSCD
北大核心
1994年第2期125-132,共8页
Chinese Journal of Applied Probability and Statistics
