|
|||||
|
|
| 线性模型的最小二乘估计的中偏差及其重对数律 | |
| 引用本文： | 樊军,高付清. 线性模型的最小二乘估计的中偏差及其重对数律[J]. 数学杂志, 2007, 27(1): 60-64 |
| 作者姓名： | 樊军 高付清 |
| 作者单位： | 武汉大学数学与统计学院,湖北武汉,430072 |
| 摘 要： | 本文研究了线性模型的最小二乘估计的中偏差.通过估计Laplace渐近积分,得到了随机误差为取值于Rd的相互独立同分布随机变量情形下的中偏差与重对数律的结果. |
| 关 键 词： | 线性模型 最小二乘估计 中偏差 重对数律 |
| 文章编号： | 0255-7797（2007）01-0060-05 |
| 修稿时间： | 2004-10-202005-01-30 |
MODERATE DEVIATIONS AND THE LAW OF ITERATED LOGARITHM FOR LSE IN LINEAR MODEL |
|
| FAN Jun,GAO Fu-qing. MODERATE DEVIATIONS AND THE LAW OF ITERATED LOGARITHM FOR LSE IN LINEAR MODEL[J]. Journal of Mathematics, 2007, 27(1): 60-64 | |
| Authors: | FAN Jun GAO Fu-qing |
| Affiliation: | School of Math. and Statistics, Wuhan University , Wuhan 430072, China |
| Abstract: | We consider the moderate deviations and the law of the iterated logarithm for the least square estimators in linear models with i.i.d R~ d -valued random errors. A moderate deviation principle is obtained by Laplace asymptotic integral method. In addition, a law of the iterated logarithm is also presented. |
| Keywords: | linear model least square estimator moderate deviations law of the iterated logarithm |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ | |