引用本文: |
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陈鑫,伍艳春,李红菊.误差ei为ρ混合序列在非线性模型下M估计的强相合性[J].广西科学,2010,17(2):108-110. [点击复制]
- CHEN Xin,WU Yan-chun,LI Hong-ju.Strong Consistency of M-Estimator in Nonlinear Models under ρ Errors[J].Guangxi Sciences,2010,17(2):108-110. [点击复制]
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摘要: |
对于非线性模型yi=f(xi,θ)+ei,i=1,2,…,n,当{ei,i=1,2,…,n}为ρ混合序列时,创造合适的条件,在此条件下证明了θ的M估计的强相合性. |
关键词: 非线性模型 ρ混合序列 M估计 强相合性 |
DOI: |
投稿时间:2009-07-09修订日期:2009-09-03 |
基金项目:广西自然科学基金项目(2010GXNSFA013121)资助。 |
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Strong Consistency of M-Estimator in Nonlinear Models under ρ Errors |
CHEN Xin, WU Yan-chun, LI Hong-ju
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(Department of Mathematics and Physics, Guilin Institute of University, Guilin, Guangxi, 541004, China) |
Abstract: |
Under some appropriate conditions, ρ errors are consided the strong consistency of M-estimation of θ for the nonlinear regression models:yi=f (xi, θ)+ei, i=1, 2, …, n.Here {ei, i=1, 2, …, n}. |
Key words: nonlinear model ρ-mixing M-estimator strong consistency |