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| Linear EV model with replicate observations on independent variables | |
| 引用本文： | LIU Jixue,ZHANG Sanguo & CHEN Xiru Department of Statistics and Finance,University of Science and Technology of China,Hefei 230026,China, Department of Mathematics,Graduate School of Chinese Academy of Sciences,Beijing 100049,China. Linear EV model with replicate observations on independent variables[J]. 中国科学A辑(英文版), 2006, 49(6): 752-769. DOI: 10.1007/s11425-006-0752-y |
| 作者姓名： | LIU Jixue ZHANG Sanguo & CHEN Xiru Department of Statistics and Finance University of Science and Technology of China Hefei 230026 China Department of Mathematics Graduate School of Chinese Academy of Sciences Beijing 100049 China |
| 作者单位： | LIU Jixue，ZHANG Sanguo & CHEN Xiru Department of Statistics and Finance，University of Science and Technology of China，Hefei 230026，China; Department of Mathematics，Graduate School of Chinese Academy of Sciences，Beijing 100049，China |
| 摘 要： | This paper studies the linear EV model when replicate observations are made only on independent variables. We construct the estimates of regression coefficients and prove the consistency and asymptotic normality under some proper conditions. Results obtained reveal the difference between the case where the independent and dependent variables are observed repeatedly and simultaneously and the case studied in this article. |
| 收稿时间： | 2005-06-09 |
| 修稿时间： | 2006-01-04 |
Linear EV model with replicate observations on independent variables |
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| LIU Jixue,ZHANG Sanguo,CHEN Xiru. Linear EV model with replicate observations on independent variables[J]. Science in China(Mathematics), 2006, 49(6): 752-769. DOI: 10.1007/s11425-006-0752-y | |
| Authors: | LIU Jixue ZHANG Sanguo CHEN Xiru |
| Affiliation: | 1. Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026, China;Department of Mathematics, Graduate School of Chinese Academy of Sciences, Beijing 100049, China 2. Department of Mathematics, Graduate School of Chinese Academy of Sciences, Beijing 100049, China |
| Abstract: | This paper studies the linear EV model when replicate observations are made only on independent variables. We construct the estimates of regression coefficients and prove the consistency and asymptotic normality under some proper conditions. Results obtained reveal the difference between the case where the independent and dependent variables are observed repeatedly and simultaneously and the case studied in this article. |
| Keywords: | linear EV model consistency asymptotic normality |
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