Abstract:
本文讨论了非线性E-V回归模型中参数的估计问题,构造了未知参数β0的最小二乘估计β和误差方差σ2的估计σ2,证明了β具有渐近正态性,同时也证明了σ2依概率收敛于σ2的速度可达到n-1/2.
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Source :
数学年刊A辑(中文版)
Year: 2005
Issue: 03
Page: 351-360
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WoS CC Cited Count: 0
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ESI Highly Cited Papers on the List: 0 Unfold All
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30 Days PV: 10
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