1) weak consistency
弱相合性
1.
The moment estimators are extended and their strong and weak consistency are proved.
对极值指数之矩估计量作了进一步的推广,并证明了其强、弱相合性。
2.
They are weak consistency, strong consistencyand asymptotic normality of the maximum likelihood estimate (MLE) of the para-meters.
本文主要从参数的极大似然估计的弱相合性、强相合性及渐近正态性等方面研究了广义线性模型的大样本性质。
2) Weak convergence
弱相合性
1.
The weak convergence of the estimator is proved.
当极值指标大于0时,提出了一种位置不变的右截断Hill型估计量,证明了该估计量的弱相合性,给出了其渐近展式,并对k的最优选择进行了讨论。
3) strong and weak consistency
强弱相合性
1.
denoted by whereandnamed location invariant moment-type estimator, is proposed, and discusses its strong and weak consistency, asymptotic normality property and the optimal choice of sample fraction in four sections, respectively.
主要结果如下: 在一阶正规变换条件下,讨论了其强弱相合性,得到了定理1～3。
4) uniformly consistent estimate
一致弱相合性
5) weak consistency
弱相合
1.
In this paper,sufficient and mecessary conditions of weak consistency of the Gauss Markov estimates of reression coefficient,either satisfying linear restrictions or not ,in a linear regression model with correlated errors are given respctively.
对于误差相关的线性模型，本文就有约束与无约束的情形分别给出了回归系数的 Ｇ Ｍ 估计弱相合的充分必要条件，并举例说明误差相关的线性模型中回归系数的 Ｌ Ｓ的估计的弱相合性与均方相合性并不等价。
2.
The weak consistency,strong consistency and the strong consistency rates of the wavelet estimations are established under some suitable conditions.
文章主要研究在回归协变量为随机设计情形下变系数模型的小波估计的渐近性质,在适当条件下证明了变系数模型小波估计的弱相合性和强相合性,并且给出了强相合速度。
3.
It is shown that the estimation of the coefficient functions of this model is weak consistency.
利用局部线性方法给出误差序列{iε,1≤i≤n}是非参数AR(1)序列下的变系数模型系数函数的估计,并在此基础上研究了系数函数估计的相合性问题,给出了该模型系数函数估计是弱相合的。
6) Weak interference
弱相干性
补充资料：连续性与非连续性(见间断性与不间断性)
连续性与非连续性(见间断性与不间断性)
continuity and discontinuity
11an父ux泊g四f“山。麻以角g、.连续性与非连续性(c。nt，n琳t:nuity一)_见间断性与不间断性。and diseo红ti-
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条