COMPLETE CONVERGENCE OF ERROR VARIANCE ESTIMATES UNDER PHI-MIXING ERROR IN LINEAR-MODELS

被引：0

作者：

XUE, LG ^{[1
]}

机构：

[1] XUCHANG TEACHERS COLL,HENAN 461000,PEOPLES R CHINA

来源：

ACTA MATHEMATICA SCIENTIA | 1994年 / 14卷 / 04期

关键词：

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper, we consider the estimates sigma(n)2 of error variance sigma2 = V ar(e(i)) in the linear models Y(i) = x' (i)beta+e(i)(i = 1,2,...). We study the complete convergence of sigma(n)2 - sigma2 when the error {e(i)} is a sequence of identically distributed psi- mixing variables. And we also obtain the better convergence rates when {e(i)} is not identically distribution.

引用

页码：417 / 425

页数：9

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