安徽大学学报（自然科学版）2000，Vol.24Issue(3)：1-17,17.
线性统计模型中回归分位点的强相合性及渐近正态性
Strong Consistency and Asymptotic Normality of Regression Quantiles in Linear Models
摘要
Abstract
This paper presents the large properties of‘regression quantiles' in linear models, establishing the strong consistency and asymptotic normality in similar form,modifying and extending the results about minimum l1 - norm estimates in linear models obtained by Chen, X.R., et al. (1990,1992).The results in this paper improve the corresponding results obtained by Koenker & Bassett(1978),Gutenburnner & Jure cková(1992),Jure cková & Prochazka(1994),and so on.关键词
回归分位点/线性模型/强相合性/渐近正态性Key words
regression quantile/linear model/strong consistency/asympototic normality分类
数理科学引用本文复制引用
陈桂景,Sa,AKME..线性统计模型中回归分位点的强相合性及渐近正态性[J].安徽大学学报（自然科学版）,2000,24(3):1-17,17.基金项目
This work is supported by the National Science Foundation of China and a Grant from the Natural Science(No. 19671001) and by NSERC Grant A3088 of Canada. （No. 19671001）
