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| ON ASYMPTOTIC NORMALITY OF PARAMETERS IN LINEAR EV MODEL |
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Citation： |
ZHANG Sanguo,CHEN Xiru.ON ASYMPTOTIC NORMALITY OF PARAMETERS IN LINEAR EV MODEL[J].Chinese Annals of Mathematics B,2002,23(4):495~506 |
| Page view： 1124
Net amount： 703 |
Authors： |
ZHANG Sanguo; CHEN Xiru |
Foundation： |
Project supported by the National Natural Science Foundation of China (No. 19631040). |
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| Abstract： |
This paper studies the parameter estimation of one dimensional linear errors-in-variables (EV) models in the case that replicated observations are available in some experimental points. Asymptotic normality is established under mild conditions, and the parameters entering the asymptotic variance are consistently estimated to render the result useable in construction of large-sample confidence regions. |
Keywords： |
Errors-in-Variables model, Asymptotic normality, Replicated observations |
Classification： |
62E, 62J |
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