CONSISTENCY OF LS ESTIMATOR IN SIMPLE LINEAR EV REGRESSION MODELS

被引：0
|
作者：
刘继学
陈希孺
机构：
[1] Beijing 100039
[2] Department of Statistics and Finance University of Science and Technology of China
[3] Hefei 230026
[4] China
[5] Department of Mathematics Graduate School of Chinese Academy of Sciences
来源：
Acta Mathematica Scientia | 2005年 / 01期
关键词：
EV model; consistency;
D O I：
暂无
中图分类号：
O212 [数理统计];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Consistency of LS estimate of simple linear EV model is studied. It is shown that under some common assumptions of the model, both weak and strong consistency of the estimate are equivalent but it is not so for quadratic-mean consistency.
引用
收藏
页码：50 / 58
页数：9
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