| CONSISTENCY OF LS ESTIMATOR IN SIMPLE LINEAR EV REGRESSION MODELS |
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| 作者姓名： | 刘继学 陈希孺 |
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| 作者单位： | [1]DepartmentofStatisticsandFinance,UniversityofScienceandTechnologyofChina,Hefei230026,China [2]DepartmentofMathematics,GraduateSchoolofChineseAcademyofSciences,Beijing100039,China |
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| 摘 要： | Consistency of LS estimate of simple linear EV model is studied. It is shown that under some common assumptions of the model, both weak and strong consistency of the estimate are equivalent but it is not so for quadratic-mean consistency.
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| 关 键 词： | 一致性 简单线性EV模型 LS估计 数理统计 均方值 |
| 收稿时间： | 17 March 2003 |
CONSISTENCY OF LS ESTIMATOR IN SIMPLE LINEAR EV REGRESSION MODELS |
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| Liu Jixue,CHEN Xiru.CONSISTENCY OF LS ESTIMATOR IN SIMPLE LINEAR EV REGRESSION MODELS[J].Acta Mathematica Scientia,2005,25(1):50-58. |
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| Authors: | Liu Jixue CHEN Xiru |
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| Institution: | 1. Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026, China;2. Department of Mathematics, Graduate School of Chinese Academy of Sciences, Beijing 100039, China;1. Department of Industrial and Manufacturing Systems Engineering, The University of Texas at Arlington, Arlington, TX 19017, USA;2. Department of Systems Engineering and Engineering Management, City University of Hong Kong, 83 Tat Chee Avenue, Kowloon, Hong Kong Special Administrative Region |
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| Abstract: | Consistency of LS estimate of simple linear EV model is studied. It is shown that under some common assumptions of the model, both weak and strong consistency of the estimate are equivalent but it is not so for quadratic-mean consistency. |
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| Keywords: | EV model consistency |
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