广义线性模型的M—估计

M-ESTIMATION FOR GENERAL LINEAR MODEL

    摘要
  • 摘要: 本文根据 P.J.Huber提出的M-估计理论,对广义线性模型的参数提出一种M-估计方法,并在一组正则条件下证明了参数估计的相容性。

     

    Abstract: This paper deals with M-estimators for the general linear model. The idea of M- estimators was first proposed by P. J. Huber. Under a set of assumptions, the paper gives a consistency property.

     

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