| ON ASYMPTOTIC NORMALITY OF PARAMETERS IN MULTIPLE LINEAR ERRORS－IN－VARIABLES MODEL |
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| 作者姓名： | ZHANGSanguo CHENXiru |
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| 作者单位： | [1]HuaLoo-KengInstituteforAppliedMathematicsandInformationScience;DepartmentofMathematics,theGraduateSchoolofChineseAcademyofSciences,Beijin9100039,China [2]DepartmentofMathematics,theGraduateSchoolofChineseAcademyofSciences,Beijing100039,China |
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| 基金项目： | This project is supported by the National Natural Science Foundation of China (No.19631040) |
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| 摘 要： | This paper studies the parameter estimation of multiple dimensional linear errors-in-variables (EV) models in the case where replicated observations are available in some experimental points. Asymptotic normality is established under mild conditions, and the parameters entering the asymptotic variance are consistently estimated to render the result useable in the construction of large-sample confidence regions.
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| 关 键 词： | 多重线性变量误差模型 渐近正态性 参数估计 观察结果测定 |
ON ASYMPTOTIC NORMALITY OF PARAMETERS IN MULTIPLE LINEAR ERRORS-IN-VARIABLES MODEL |
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| ZHANGSanguo CHENXiru.ON ASYMPTOTIC NORMALITY OF PARAMETERS IN MULTIPLE LINEAR ERRORS-IN-VARIABLES MODEL[J].Journal of Systems Science and Complexity,2003,16(4):438-445. |
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| Authors: | ZHANG Sanguo |
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| Abstract: | This paper studies the parameter estimation of multiple dimensional linear errors-in-variables (EV) models in the case where replicated observations are available in some experimental points. Asymptotic normality is established under mild conditions, and the parameters entering the asymptotic variance are consistently estimated to render the result useable in the construction of large-sample confidence regions. |
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| Keywords: | Errors-in-variables model asymptotic normality replicated observations |
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