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Linear EV model with replicate obser

時間:2023-05-02 07:02:32 數(shù)理化學(xué)論文 我要投稿
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Linear EV model with replicate observations on independent variables

This paper studies the linear EV model when replicate observations are made only on independent variables. We construct the estimates of regression coefficients and prove the consistency and asymptotic normality under some proper conditions. Results obtained reveal the difference between the case where the independent and dependent variables are observed repeatedly and simultaneously and the case studied in this article.

作 者: LIU Jixue ZHANG Sanguo CHEN Xiru   作者單位: LIU Jixue(Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026, China;Department of Mathematics, Graduate School of Chinese Academy of Sciences, Beijing 100049, China)

ZHANG Sanguo,CHEN Xiru(Department of Mathematics, Graduate School of Chinese Academy of Sciences, Beijing 100049, China) 

刊 名: 中國科學(xué)A輯(英文版)  SCI 英文刊名: SCIENCE IN CHINA (SERIES A)  年,卷(期): 2006 49(6)  分類號: O1  關(guān)鍵詞: linear EV model   consistency   asymptotic normality  

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