摘要
利用正交回归法和最小二乘法,给出了当x,y均服从正态分布且误差为AR(1)模型的线性结构关系EV模型中参数,β0和1β的估计量,并且证明其均具有强相合性.
A linear structural EV model is given and its error is AR( 1 ) model. When x and y are normal distribution, the estimates of parameters are construc - ted through the orthogonal regression method and the least square approaches. It is proved that the estimators have the property of strong consistency.
出处
《福州大学学报(自然科学版)》
CAS
CSCD
北大核心
2009年第2期166-171,共6页
Journal of Fuzhou University(Natural Science Edition)
关键词
正交回归
强相合性
AR(1)模型
EV模型
参数估计
orthogonal regression
strong consistency
AR( 1 ) model
EV model
parameter estimation