| RANDOM WEIGHTING APPROXIMATION IN LINEAR REGRESSION MODELS |
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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： | 19 March 1992 |
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. |
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| Authors: | Jian Shi |
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| Institution: | (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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