Strong Consistency of Estimates in Regression Analysis for Contamination Data
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Graphical Abstract
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Abstract
Consider the simple regraseion model (Ⅰ)yi=α+xiβ+εi,i=1,2,…,n, and the semipara-metric regression model (Ⅱ)yi=xiβ+g(ti)+εi,i=1,2,…,n. Where Eεi=0, Eεi2=σ12. Assume that y1, y2,…, yn are contammated by another i.i.d. random variable sequence μ1,μ2,…,μn, and only the contaminated data are observable, where μi is independent of yi . For the estimates of α,β,g(·) and contammation parameter v given in 1 and 2, we establish their strong consistency under suitable conditions
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