摘要
研究了ρ混合,φ混合和ψ混合样本线性模型中的M估计,在较弱的矩条件和混合系数条件下,获得了M估计是强相合的充分条件。与相应结论比较,有了较大的实质性改进。
M estimators in linear model for ρ-mixing, φ-mixing and ψ-mixing samples are discussed. On weak moment conditions and mixing coeffcient conditions, the suffcient condition for the strong consistency of the M estimator is obtained. The result is better than the existing results.
出处
《工程数学学报》
CSCD
北大核心
2008年第5期878-886,共9页
Chinese Journal of Engineering Mathematics
关键词
混合序列
线性模型
M估计
强相合性
mixing sequence
linear model
M estimator
strong consistency
