混合线性模型M估计的强相合性

Acta mathematica scientia,Series A ›› 2005, Vol. 25 ›› Issue (1): 41-46.

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Strong Consistency of M Estimator in Linear Model for rho mixing Samples

TUN Qun-Yang

桂林工学院数理系

Online:2005-02-25 Published:2005-02-25
Supported by:
广西自然科学基金(0339071)、广西科技厅科技攻关项目（02350222A）及广西教育厅科研项目［2003］

In this paper, it is disscused the strong consistency of M estimator of regression parametric in linear model for ρ~ mixing samples. The suitable sufficient condition is obtained. It greatly improve and extend theorem 3.1 of ［1］.

Key words: mixing sample； Linear model；M estimator； Strong consistency.

CLC Number:

62F12

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TUN Qun-Yang. Strong Consistency of M Estimator in Linear Model for rho mixing Samples[J].Acta mathematica scientia,Series A, 2005, 25(1): 41-46.

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Strong Consistency of M Estimator in Linear Model for rho mixing Samples

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