| 线性模型中MLE的相合性 |
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| 引用本文： | 田红.线性模型中MLE的相合性[J].四川大学学报(自然科学版),1989,26(4):411-415. |
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| 作者姓名： | 田红 |
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| 作者单位： | 四川大学数学系 |
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| 摘 要： | 讨论了线性模型中回归系数的MLE的相合性的充分条件,有趣的是,与LSE相似,所得的条件只与试验点列有关.
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| 关 键 词： | 线性模型 MLE LSE 相合性 大样本 |
ON THE CONSISTENCY OF MLE IN LINEAR MODELS |
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| Tian Hong.ON THE CONSISTENCY OF MLE IN LINEAR MODELS[J].Journal of Sichuan University (Natural Science Edition),1989,26(4):411-415. |
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| Authors: | Tian Hong |
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| Institution: | Department of Mathematics |
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| Abstract: | In this paper, the sufficient condition of consistency of MLE of regression coefficient in linear models is established. It is interest that the condition is only given by the design sequence, like LSE. |
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| Keywords: | linear model maximum likelihood estimator(MLE) least square estimator (LSE) consistency large sample |
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