多重线性关系模型的强相合估计

STRONGLY CONSISTENT ESTIMATION FOR MULTIVARIATE LINEAR RELATIONSHIP MODEL

其中x_k(k=1,2,…,n)是m维非随机向量,真确地满足线性关系(1.1a),是不可观测的.ξ_k(k=1,2,…,n)是可观测的m维随机向量,其随机误差δ_k(k=1,2,…,n)是m维i.i.d随机向量。

In this paper, the multivariate linear functional relationship modelis discussed. The Strong Consistency of estimation in this model is derived withoutthe assumption thatwhereconverges to a limit as n→∞, or is bounded. The assumptions in this paper are aboutequal to thatL_(xx)= O(nln^(-α)n)for a certain α>1.