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基于NOD误差线性模型最小L_1模估计的相合性 被引量:1

Consistency of minimum L_1-norm estimates in linear models under NOD errors
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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).
出处 《广西民族师范学院学报》 2015年第3期1-4,共4页
关键词 NOD序列 线性模型 L模估计 相合性1 linear model L1-norm estimates NOD consistency
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参考文献5

  • 1Chen X R,Bai Z D,Zhao L C,et al.Consistency of Minimum L 1-norm Estimates in Linear Models[J].In The Development of Statistics:Recent Contributions from China(eds.Chen X R,Fang K T,Yang C C),Pitman Research Notes in Mathematics.Series 258.Harlow:Longman Scientific and Technical,1992.
  • 2Alam K,Saxena K M L.Positive dependence in multivariate distributions,Commun.Statist[J].Theor.Meth.1981,A10:1183-1196.
  • 3Joag-Dev K,Proschan F.Negative association of random variables with applications[J],Ann.Statist.1983,11:286-295.
  • 4Bozorgnia A,Patterson R F,Taylor R L.Limit theorems for dependent random variables[J].In:World Congress Nonlinear Analysis’92 pp.1639-1650.
  • 5Wang X J,Hu S H,Yang W Z,Ling N X.Exponential inequalities and inverse moment for NOD sequence[J],Statist.Probab.Lett.2010,80,452-461.

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