| CHEN XIRU.[J].数学年刊A辑,1981,2(1):121~138 |
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| A PROBLEM OF WEAKLY CONSISTENTLINEAR ESTIMATE |
| Received:February 29, 1980 |
| DOI： |
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| 中文摘要: |
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| 英文摘要: |
| Suppose we have a linear regression model \[{Y_i} = x_i^'\beta + {e_i}\](i = 1,..., n, ...), \[{e_1},{e_2},...\] independent,\[E({e_i}) = 0,Var({e_i}) = {\sigma ^2},(i = 1,2,...)\], and there is no such subse?quence of {ei} which converges in probability to some constant, then when the Gauss- Markov estimate \[c'\beta (n)\] of a linear estimable function\[c'\beta \] is not a weakly consistent estimate, there exists no weakly consistent linear estimate of \[c'\beta \]. The final condition imposed on {ei} is necessary in some meaning. This greatly improved the related result in [1]. |
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