| 王星惠,韩瑞东,胡舒合.NSD误差下线性模型 LAD 估计的线性表示[J].数学年刊A辑,2019,(1):093~104 |
| NSD误差下线性模型 LAD 估计的线性表示 |
| Linear Representations of LAD Estimators in Linear Models with NSD Errors |
| Received:September 11, 2016 Revised:June 14, 2017 |
| DOI：10.16205/j.cnki.cama.2019.0008 |
| 中文关键词: LAD estimator, Linear representation, NSD, Rate of convergence |
| 英文关键词:LAD estimator, Linear representation, NSD, Rate of convergence |
| 基金项目:本文受到国家自然科学基金(No.11701005,No.11871072,No.11671012),
安徽省自然科学基金(No.1608085QA02,No.1508085J06)和安徽大学人才计划项目的资助. |
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| 中文摘要: |
| 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. |
| 英文摘要: |
| 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. |
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