金佑来. NOD误差下线性模型最小L1模估计相合性的注记[J]. 内江师范学院学报, 2017, (4): 47-49. DOI:10.13603/j.cnki.51-1621/z.2017.04.010
引用本文: 金佑来. NOD误差下线性模型最小L1模估计相合性的注记[J]. 内江师范学院学报, 2017, (4): 47-49.DOI:10.13603/j.cnki.51-1621/z.2017.04.010
JIN Youlai. A Note on the Consistency of MinimumL1 -norm Estimators in Linear Models under NOD Errors[J]. Journal of Neijiang Normal University, 2017, (4): 47-49. DOI:10.13603/j.cnki.51-1621/z.2017.04.010
Citation: JIN Youlai. A Note on the Consistency of MinimumL1 -norm Estimators in Linear Models under NOD Errors[J].Journal of Neijiang Normal University, 2017, (4): 47-49.DOI:10.13603/j.cnki.51-1621/z.2017.04.010

NOD误差下线性模型最小L1模估计相合性的注记

A Note on the Consistency of MinimumL1 -norm Estimators in Linear Models under NOD Errors

  • 摘要:基于 NOD误差下线性模型未知参数最小 L1模估计的相合性的相关结果已被获得. 对于 NOD序列误差的含有常数项的线性回归模型,借助 NOD序列的性质,建立未知常数项和未知参数的最小 L1 模估计相应的弱相合性和强相合性,将已有成果扩展到含有常数项的线性回归模型中.

    Abstract:Based on the NOD errors, the corresponding results for the consistency of L1-norm estimators of the regression coefficients in a linear model were produced. For the linear regression model including a constant term, under NOD errors and using the properties of NOD sequences, the weak consistency and the strong consistency ofL1-norm estimators of the un- known constant and the unknown parameter are presented. These extend the results obtained to the linear regression models with a constant term.

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