散布阵弱相合PP估计稳健的充要条件
THE SUFIFCIENT AND NECESSARY CONDITION OF DISPERSION MATRIX TO BE WEAKLY CONSISTENT PP ESTIMATOR IS ROBUST
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摘要: 对于F(x)∈μp*本文给出了散布阵弱相合PP估计在F处稳健的充要条件是,F∈FOD(S),并列举了几个例子。Abstract: This paper gives that dispersion matrix weakly consistent PP estimator is robust at F if and only if F(x)∈FOD(S), for F(x)∈μp*, and some examples are given.