摘要
在本文中,基于NOD误差,该误差包含独立和NA变量误差,笔者建立了线性模型未知参数的最小L模估计的弱相1合性,强相合性及指数收敛速度,这些结果推广了Chen(1992)独立情形的相应结果.
In this paper, the weak consistency, the strong consistency and the convergence rates of L1 norm estimates of the regression coefficients in a linear model based on NOD errors which include independent and NA random variable errors and some mild conditions are established, which generalize the corresponding results of the independent case in Chen (1992).