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摘要: |
线性模型是一类非常重要的数学模型,有着广泛的应运,其回归系数的估计是很多学者的研究对象,也是确定模型的关键,在文献中有不少研究。此处研究了在NDO样本下,线性模型回归系数的估计,并证明了估计的相合性。 |
关键词: 线性模型 回归分位数 NOD序列 |
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Strong Consistency of the Estimation of Regression Coefficient in Linear Models Based on NOD Sequence Sample |
LIU Shu-sheng,LIU Rui
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Abstract: |
The linear model is a very important mathematical model and is widely applied.The estimation of regression coefficients is the research objects of many scholars and is also the key to model determined. There have existed some researchs in the literature.In this paper,the estimation of regression coefficients in linear model based on NOD sequence sample is studied and its strong consistency is proved. |
Key words: linear model regression quantile NOD sequence |