| 线性统计模型中回归分位点的强相合性及渐近正态性(英文) |
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| 引用本文： | 陈桂景,A.K.Md.E.Saleh.线性统计模型中回归分位点的强相合性及渐近正态性(英文)[J].安徽大学学报(自然科学版),2000,24(3):1-17. |
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| 作者姓名： | 陈桂景 A.K.Md.E.Saleh |
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| 作者单位： | 1. 安徽大学数学系，安徽合肥 230039
2. Garleton大学数学系，渥太华 KIS 5B6，加拿大 |
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| 基金项目： | the National Science Foundation of China and a Grant from the Natural Science;19671001; |
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| 摘 要： | 论证了线性模型中回归分位点估计量的强相合性及渐近正态性等大样本性质 ,这些结果推广了陈希孺等 ( 1 990 ,1 992 )的有关定理 ,改进了Koenker与Basstee( 1 978) ,Gutenburnner与Jurec∨kova( 1 992 ) ,以及Jurec∨kovo与Prochazka( 1 994)等人的有关成果。
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| 关 键 词： | 回归分位点 线性模型 强相合性 渐近正态性 |
| 文章编号： | 1000-2162(2000)03-0001-17 |
Strong Consistency and Asymptotic Normality of Regression Quantiles in Linear Models |
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| CHEN Gui-jing,A.K.Md.E.Saleh.Strong Consistency and Asymptotic Normality of Regression Quantiles in Linear Models[J].Journal of Anhui University(Natural Sciences),2000,24(3):1-17. |
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| Authors: | CHEN Gui-jing AKMdESaleh |
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| Abstract: | This paper presents the large properties of‘regression quantiles' in linear models, establishing the strong consistency and asymptotic normality in similar form,modifying and extending the results about minimum l1 - norm estimates in linear models obtained by Chen, X.R., et al. (1990,1992).The results in this paper improve the corresponding results obtained by Koenker & Bassett(1978),Gutenburnner & Jure cková(1992),Jure cková & Prochazka(1994),and so on. |
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| Keywords: | regression quantile linear model strong consistency asympototic normality |
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