ρ混合、φ混合、ψ混合线性模型M估计的强相合性

Strong Consistency of M Estimator in Linear Modelfor ρ -Mixing,φ -Mixing,ψ -Mixing Samples

研究了 ρ混合、φ混合、ψ混合样本线性模型中回归参数M估计的强相合性 ,在条件不变的情况下 ,获得与独立情形一样的M估计是强相合的充分条件 ,推广了文 [1 ]定理 2 .

In this paper,it is discussed the strong consistency of M estimator of regression parametric in linear model for ρ -mixing,φ -mixing,ψ -mixing samples.The suitable sufficiency condition is obtained.It extends the Theorem 2 of [1].