| RANDOM WEIGHTING APPROXIMATION IN LINEAR REGRESSION MODELS |
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| 引用本文： | 石坚. RANDOM WEIGHTING APPROXIMATION IN LINEAR REGRESSION MODELS[J]. 应用数学学报(英文版), 1996, 12(2): 137-143. DOI: 10.1007/BF02007733 |
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| 作者姓名： | 石坚 |
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| 作者单位： | Department of Probability and Statistics，Peking University，Beijing 100871，China |
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| 摘 要： | ＲＡＮＤＯＭＷＥＩＧＨＴＩＮＧＡＰＰＲＯＸＩＭＡＴＩＯＮＩＮＬＩＮＥＡＲＲＥＧＲＥＳＳＩＯＮＭＯＤＥＬＳＳＨＩＪＩＡＮ（ＤｅｐａｒｔｍｅｎｔｏｆＰｒｏｂａｂｉｌｉｔｙａｎｄＳｔａｔｉｓｔｉｃｓ，ＰｅｋｉｎｇＵｎｉｖｅｒｓｉｔｙ，Ｂｅｉｊｉｎｇ１００８...
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| 收稿时间： | 1992-03-19 |
Random weighting approximation in linear regression models |
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| Jian Shi. Random weighting approximation in linear regression models[J]. Acta Mathematicae Applicatae Sinica, 1996, 12(2): 137-143. DOI: 10.1007/BF02007733 |
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| Authors: | Jian Shi |
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| Affiliation: | (1) Department of Probability and Statistics, Peking University, 100871 Beijing, China |
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| Abstract: | In this paper, we give an one-term Edgeworth expansion for the standardized least square estimator (LSE) in a linear regression model and its random weighting approximation. So we have not only improved the expansion result but also given a practical approximating method. |
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| Keywords: | Linear model least square estimator Edgeworth expansion random weighting |
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