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| ON ASYMPTOTIC NORMALITY OF PARAMETERS IN LINEAR EV MODEL | |
| 引用本文： | ZHANG Sanguo,CHEN Xiru. ON ASYMPTOTIC NORMALITY OF PARAMETERS IN LINEAR EV MODEL[J]. 数学年刊B辑(英文版), 2002, 23(4): 495-506 |
| 作者姓名： | ZHANG Sanguo CHEN Xiru |
| 作者单位： | ZHANG SANGUO CHEN XIRUHua Lee-Keng Institue for applied Mathematics and Information Science，Graduate School of ChineseAcademy of Sciences，Beijing 100039，China. Department of Mathematics，Graduate School of Chinese Academy of Sciences |
| 基金项目： | Project supported by the National Natural Science Foundation of China (No. 19631040). |
| 摘 要： | This paper studies the parameter estimation of one dimensional linear errors-in-variables (EV) models in the case that replicated observations are available in some experimental points. Asymptotic normality is established under mild conditions, and the parameters entering the asymptotic variance are consistently estimated to render the result useable in construction of large-sample confidence regions. |
| 关 键 词： | 非对称正态性 参数估计 变量误差模型 回归模型 重复观测 |
| 收稿时间： | 2000-11-24 |
ON ASYMPTOTIC NORMALITY OF PARAMETERS IN LINEAR EV MODEL |
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| ZHANG Sanguo and CHEN Xiru. ON ASYMPTOTIC NORMALITY OF PARAMETERS IN LINEAR EV MODEL[J]. Chinese Annals of Mathematics,Series B, 2002, 23(4): 495-506 | |
| Authors: | ZHANG Sanguo and CHEN Xiru |
| Affiliation: | 1. Hua Lee-Keng Institue for applied Mathematics and Information Science, Graduate School of Chinese Academy of Sciences, Beijing 100039, China;Department of Mathematics, Graduate School of Chinese Academy of Sciences,Beijing 100039, China 2. Department of Mathematics, Graduate School of Chinese Academy of Sciences,Beijing 100039, China |
| Abstract: | This paper studies the parameter estimation of one dimensional linear errors-in-variables (EV) models in the case that replicated observations are available in some experimental points. Asymptotic normality is established under mild conditions, and the parameters entering the asymptotic variance are consistently estimated to render the result useable in construction of large-sample confidence regions. |
| Keywords: | Errors-in-Variables model Asymptotic normality Replicated observations |
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