摘要
本文考虑EV(errors-in-variables)线性模型.在一般的条件下证明了广义最小二乘估计的强收敛和渐近正态性,然后在小样本意义下给出了模拟结果.
This paper is concerned with errors-in-variables linear model We obtain strong convergence and asymptotic normality of generalized least squares estimator in general conditions.At last,we provide simulating results for some examples.
出处
《数学的实践与认识》
CSCD
北大核心
1996年第4期343-348,共6页
Mathematics in Practice and Theory