Dissertation > Mathematical sciences and chemical > Mathematics > Probability Theory and Mathematical Statistics > Mathematical Statistics > General mathematical statistics

Researchs on Regression Model with Dependent Error

Author Li
Tutor LingNengXiang
School Hefei University of Technology
Course Applied Mathematics
Keywords φ-mixing  ~ ) - Mixed  ~ ) - Mixed PQD sequence Kernel estimation Consistency
CLC O212.1
Type Master's thesis
Year 2010
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The main problem is a regression model is the inference of the regression parameter β , such as the estimated amount of consistency, a diagnosis is based on the the β estimated amount of error distribution . Which many classical results are established in a separate case , the premise of independence does not hold , but on many occasions . Therefore, in the dependent sample , scholars have done a lot of work . The literature existing results further analysis , and get some good results . The details are as follows : a study based on the asymptotic nature of the Linear model error distribution dependent error , constitute the second chapter . On the basis of the second chapter , the third chapter , we further study based on M-estimators under an estimate of the error distribution of the linear model , the estimated amount Consistency weaker conditions , promotion of the existing literature related results. Three in the fourth chapter , we study the problems of nonlinear regression model regression parameter estimates based on samples positive quadrant dependent (PQD) , Strong Consistency of the estimated amount of results .

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