| 线性模型的最小二乘估计的中偏差及其重对数律 |
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| 引用本文： | 樊军,高付清.线性模型的最小二乘估计的中偏差及其重对数律[J].数学杂志,2007,27(1):60-64. |
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| 作者姓名： | 樊军 高付清 |
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| 作者单位： | 武汉大学数学与统计学院,湖北武汉,430072 |
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| 摘 要： | 本文研究了线性模型的最小二乘估计的中偏差.通过估计Laplace渐近积分,得到了随机误差为取值于Rd的相互独立同分布随机变量情形下的中偏差与重对数律的结果.
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| 关 键 词： | 线性模型 最小二乘估计 中偏差 重对数律 |
| 文章编号： | 0255-7797（2007）01-0060-05 |
| 修稿时间： | 2004-10-202005-01-30 |
MODERATE DEVIATIONS AND THE LAW OF ITERATED LOGARITHM FOR LSE IN LINEAR MODEL |
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| FAN Jun,GAO Fu-qing.MODERATE DEVIATIONS AND THE LAW OF ITERATED LOGARITHM FOR LSE IN LINEAR MODEL[J].Journal of Mathematics,2007,27(1):60-64. |
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| Authors: | FAN Jun GAO Fu-qing |
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| Institution: | School of Math. and Statistics, Wuhan University , Wuhan 430072, China |
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| Abstract: | We consider the moderate deviations and the law of the iterated logarithm for the least square estimators in linear models with i.i.d R~ d -valued random errors. A moderate deviation principle is obtained by Laplace asymptotic integral method. In addition, a law of the iterated logarithm is also presented. |
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| Keywords: | linear model least square estimator moderate deviations law of the iterated logarithm |
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