Consistency for the LS estimator in the linear EV regression model with replicate observations

被引:2
|
作者
Xu, ShouFang [1 ]
Li, Nan [2 ]
机构
[1] Xinxiang Univ, Dept Math & Informat Sci, Xinxiang 453000, Henan Province, Peoples R China
[2] Henan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Henan Province, Peoples R China
关键词
Linear EV model; LS estimator; Strong and weak consistency; ASYMPTOTIC PROPERTIES; ERRORS;
D O I
10.1016/j.jkss.2013.01.006
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper, we consider the following linear errors-in-variables regression model: xi(ij) = x(i) + delta(ij), eta(ij) = y(i) + epsilon(ij) = 0 + beta x(i) + epsilon(ij), with independent identically distributed errors (epsilon(ij), delta(ij)), (j = 1, 2, ... , n(i); i = 1, 2, ...). The strong and weak consistency for the LS estimators (beta) over cap and (theta) over cap of the unknown parameters beta, theta in this model are obtained, which weaken some known conditions and improve some known results. (C) 2013 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.
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页码:451 / 458
页数:8
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