CHEN Minghua. Strong Consistency of Estimates in Regression Analysis for Contamination Data[J]. Chinese Journal of Applied Probability and Statistics, 1998, 14(1): 73-78.
Citation: CHEN Minghua. Strong Consistency of Estimates in Regression Analysis for Contamination Data[J]. Chinese Journal of Applied Probability and Statistics, 1998, 14(1): 73-78.

Strong Consistency of Estimates in Regression Analysis for Contamination Data

  • Consider the simple regraseion model (Ⅰ)yiαxiβεii=1,2,…,n, and the semipara-metric regression model (Ⅱ)yixiβgti)+εii=1,2,…,n. Where Eεi=0, Eεi2=σ12. Assume that y1, y2,…, yn are contammated by another i.i.d. random variable sequence μ1μ2,…,μn, and only the contaminated data are observable, where μi is independent of yi . For the estimates of αβg(·) and contammation parameter v given in 1 and 2, we establish their strong consistency under suitable conditions
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