NECESSARY AND SUFFICIENT CONDITIONS FOR THE STRONG CONSISTENCY OF THE ESTIMATE OF ERROR VARIANCE IN LINEAR MODELS

被引：0
|
作者：
赵林城
机构：
[1] University of Science and Technology of China
[2] Graduate School
来源：
Science China Mathematics | 1982年 / 05期
关键词：
exp; NECESSARY AND SUFFICIENT CONDITIONS FOR THE STRONG CONSISTENCY OF THE ESTIMATE OF ERROR VARIANCE IN LINEAR MODELS;
D O I：
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学科分类号：
摘要：
Under the assumption that the errors of a linear model are independent and need not haveidentical distributions, the necessary and sufficient conditions for the strong consistency of theestimate of error variance, based on the residual sum of squares are established in this paper. Theconditions are completely independent of the trial sequence. And thus we have solved the problemstated in[1].
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页码：449 / 454
页数：6
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