| 用M方法检测回归系数矩阵的秩 |
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| 引用本文： | 陈春,赵林城.用M方法检测回归系数矩阵的秩[J].应用概率统计,2002,18(1):43-50. |
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| 作者姓名： | 陈春 赵林城 |
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| 作者单位： | 中国科学技术大学,合肥,230026 |
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| 基金项目： | 国家自然科学基金，Special Foundation of Academic Sinica |
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| 摘 要： | 为了确定多重线性回归模型中回归系数矩阵的秩， 本文提出了一个基于Ｍ估计的模型选择程序， 且在较弱的条件下建立了回归系数矩阵的秩的估计的强相合性。
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| 关 键 词： | M估计 模型选择 多重线性模型 回归系数矩阵 |
Detection of the Rank of Regression Coefficient Coffcient Matrix by M-Method |
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| Abstract.Detection of the Rank of Regression Coefficient Coffcient Matrix by M-Method[J].Chinese Journal of Applied Probability and Statisties,2002,18(1):43-50. |
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| Authors: | Abstract |
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| Abstract: | To determine the rank of regression coefficient matrix in a multivariate linear regression model, a model selection procedure is proposed based on the M-estimation. It is derived that the estimator of the rank of regression coefficient matrix under some mild conditions is strongly consistent. |
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| Keywords: | M-estimation model selection multivariate linear model regression coefficient matrix |
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