考虑线性回归模型y_i=x_i^Tβ_0+e_i,i=1,2,…,n,其中误差{e_i,i=1,2,...,n}为渐近几乎负相关的随机序列.研究了该模型中参数的M估计的强相合性,也得到了AANA序列的Bernstein型不等式,推广了NA样本的相应结论.
Consider the linear regression model y_i = x_i~Tβ_0 + e_i,1 i n,where the errors{e_i} are asymptotically almost negatively associated random variables.The strong consistency of M-estimator of parameter is investigated,and Bernstein type inequality for AANA random variables is also obtained,which extend the corresponding results for negatively associated random variables.