摘要
考虑了NSD误差下的线性模型并建立回归参数LAD估计的线性表示.这些结果将独立误差的情形推广和改进到NSD误差的情形.作为一个应用,获得了LAD估计量的收敛率.
This paper deals with the linear model with NSD errors and establish the linear representation of least absolute deviation(LAD) estimators of the regressive parameter,which generalizes and improves the result of independent errors to the case of negatively superadditive dependent errors. As an application, the convergence rate of LAD estimators is obtained.
作者
王星惠
韩瑞东
胡舒合
WANG Xinghui;HAN Ruidong;HU Shuhe(Department of Statistics,Anhui University,Hefei 230601,China;School of Statistics,Renmin University of China,Beijing 100872,China;Corresponding author.School of Mathematical Science,Anhui University,Hefei 230601,China)
出处
《数学年刊（A辑）》
CSCD
北大核心
2019年第1期93-104,共12页
Chinese Annals of Mathematics
基金
国家自然科学基金(No.11701005
No.11871072
No.11671012)
安徽省自然科学基金(No.1608085QA02
No.1508085J06)
安徽大学人才计划项目的资助
关键词
LAD估计量
线性表示
NSD
收敛率
LAD estimator
Linear representation
NSD
Rate of convergence
