ON ASYMPTOTIC NORMALITY OF PARAMETERS IN MULTIPLE LINEAR ERRORS-IN-VARIABLES MODEL

被引：0

作者：

ZHANG Sanguo(Hua Loo-Keng Institute for Applied Mathematics and Information Science

Department of Mathematics

机构：

来源：

Journal of Systems Science & Complexity | 2003年 / 04期

基金：

中国国家自然科学基金;

关键词：

Errors-in-variables model; asymptotic normality; replicated observations;

D O I：

暂无

中图分类号：

O241.1 [误差理论];

学科分类号：

070102 ;

摘要：

This paper studies the parameter estimation of multiple dimensional linearerrors-in-variables (EV) models in the case where replicated observations are available insome experimental points. Asymptotic normality is established under mild conditions, andthe parameters entering the asymptotic variance are consistently estimated to render theresult useable in the construction of large-sample confidence regions.

引用

页码：438 / 445

页数：8

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