| NSD序列加权和的中心极限定理及其在EV回归模型中的应用 |
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| 引用本文： | 余云彩,胡宏昌.NSD序列加权和的中心极限定理及其在EV回归模型中的应用[J].纯粹数学与应用数学,2016,32(5):525-535. |
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| 作者姓名： | 余云彩 胡宏昌 |
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| 作者单位： | 湖北师范大学数学与统计学院,湖北 黄石,435000;湖北师范大学数学与统计学院,湖北 黄石,435000 |
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| 基金项目： | 国家自然科学基金(11471105)，湖北师范大学优秀创新团队资助项目(T201505) |
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| 摘 要： | 基于负超可加相依(简称为NSD)随机序列的性质及其一些不等式,利用随机变量的截断方法建立了NSD随机序列加权和的中心极限定理,从而推广了负相协NA随机序列的相应结论.并将其应用到变系数EV回归模型,得到了未知参数LS估计的渐近正态性.
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| 关 键 词： | NSD随机序列 中心极限定理 EV回归模型 LS估计 |
A CLT for weighted sums of NSD random sequences and its application in the EV regression model |
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| Yu Yuncai,Hu Hongchang.A CLT for weighted sums of NSD random sequences and its application in the EV regression model[J].Pure and Applied Mathematics,2016,32(5):525-535. |
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| Authors: | Yu Yuncai Hu Hongchang |
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| Abstract: | By using the properties and some inequalities of negatively superadditive dependent (NSD) random sequences and the trunkated method, a central limit theorem for weighted sums of NSD random sequences is discussed , which generalizes and improves corresponding conclusions for negatively associated (NA) random sequences. As an application, the asymptotic normality of LS estimators of the unknown parameters in the variable coe?cients EV regression model with NSD errors is obtained as well, which generalizes corresponding conclusions of negatively associated random sequences. |
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| Keywords: | NSD random sequences central limit theorem EV model LS estimators |
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