| 改良PP回归最小二乘估计的相合性 |
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| 引用本文： | 宋立新.改良PP回归最小二乘估计的相合性[J].系统科学与数学,1997,17(1):084-091. |
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| 作者姓名： | 宋立新 |
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| 作者单位： | 吉林大学数学研究所!长春，130023 |
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| 摘 要： | 本文考虑了PP回归估计问题，给出了PP方向和岭函数相合的改良估计，降低了文献中的限制条件．
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| 关 键 词： | 投影寻踪 回归 最小二乘估计 |
CONSISTENCY OF IMPROVED LS ESTIMATION OF PP TYPE REGRESSION |
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| Li Xin SONG.CONSISTENCY OF IMPROVED LS ESTIMATION OF PP TYPE REGRESSION[J].Journal of Systems Science and Mathematical Sciences,1997,17(1):084-091. |
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| Authors: | Li Xin SONG |
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| Affiliation: | Institute of Mathematics, Jinn University, Changchun 130023 |
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| Abstract: | In this paper, we present an improved least square estimation of PP type regression. Under a weaker moment condition than that of P. Hail (1989), we prove that our improved estimator is consistent. |
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| Keywords: | Projection pursuit (PP) regression least square estimation |
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