摘要
考虑简单回归模型(Ⅰ)yi=α+xiβ+εi,i=1,2,…,n,与半参数回归模型(Ⅱ)yi=xiβ+g(ti)-εi,i=1,2,…,n,其中Eεi=0,Eεi2=σ12.假定y1,y2,…,yn受到另一独立同分布随机变量序列μ1,μ2,…,μn的污染,且仅能观察到污染数据,{μi}与{yi}独立.对文[1],[2]中给出的α,β,g(·)及污染参数v的估计,本文在适当的条件下,证明了它们的强相合性.
Consider the simple regraseion model (Ⅰ)yi=α+xiβ+εi,i=1,2,…,n, and the semipara-metric regression model (Ⅱ)yi=xiβ+g(ti)-εi,i=1,2,…,n. Where Eεi=0, Eεi2=σ12. Assume that y1 , y2,…, yn are contammated by another i.i.d. random variable sequence μ1,μ2,…,μn, and only the contaminated data are observable, where {μi} is independent of {yi }. For the estimates of α,β,g(·) and contammation parameter v given in [1] and [2], we establish their strong consistency under suitable conditions
出处
《应用概率统计》
CSCD
北大核心
1998年第1期73-78,共6页
Chinese Journal of Applied Probability and Statistics