JOURNAL ARTICLE
线性模型中最小一乘估计的渐近正态性
Year: 1990 Journal: Science in China Series A-Mathematics Physics Astronomy & Technological Science (in Chinese) Vol: 20 (5)Pages: 449-463 Publisher: Science China Press
Abstract
考虑线性回归模型(1.1),其中β. 为未知的回归系数向量,e1,e2,…独立且各有中位数零,定义β. 的最小一乘估计为极值问题(1.2)的解,本文首先论述了文献中关于渐近正态性的工作,并指出其中错误所在,然后在最一般的条件下证明了的渐近正态性(定理1).特别,对{经Xi}施加的条件与最小二乘估计的渐近正态性条件相同(见(1.6)式),说明这一条件是无可改进的.
Keywords:
Materials science
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Multi-Criteria Decision Making
Social Sciences → Decision Sciences → Management Science and Operations Research
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