# [1]贺传富,周惠新,虞献群.非线性约束条件的污染数据的L2-估计[J].东南大学学报(自然科学版),2004,34(5):686-689.[doi:10.3969/j.issn.1001-0505.2004.05.028] 　He Chuanfu,Zhou Huixin,Yu Xianqun.L 2-estimators of contaminated data with nonlinear constraints[J].Journal of Southeast University (Natural Science Edition),2004,34(5):686-689.[doi:10.3969/j.issn.1001-0505.2004.05.028] 点击复制 非线性约束条件的污染数据的L2-估计() 分享到： var jiathis_config = { data_track_clickback: true };

34

2004年第5期

686-689

2004-09-20

## 文章信息/Info

Title:
L 2-estimators of contaminated data with nonlinear constraints

1 东南大学数学系, 南京 210096; 2 南京财经大学应用数学系, 南京 210003; 3 南京市建设银行,南京 210002
Author(s):
1 Department of Mathematics, Southeast University, Nanjing 210096, China
2 Department of Applied Mathematics, Nanjing University of Finance and Economics, Nanjing 210003, China
3 Nanjing Construction Bank, Nanjing

Keywords:

211.64
DOI:
10.3969/j.issn.1001-0505.2004.05.028

Abstract:
This paper studies nonlinear regression problem yi=f(xi,β)+ei,i=1,2,…,n, where Eei=0,Ee2i21.221 Assume that yi(i=1,2,…,n) are contaminated by another i.i.d.(independent identically distributed)random variable sequence ui,and only the contaminated data y*i=(1-v)yi+vui are observable, where 0≤v<1 is unknown contaminated parameter. The estimator problem has equality and inequality constraints, and also the constraints are nonlinear. First, estimators of contaminated data are given according to the method of moment estimate. Finally, this paper studies the asymptotic problem of L2-estimator with nonlinear constraint and provides relevant conclusions that estimator is bounded in probability.

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