Linear EV model, with replicate observations on independent variables

被引：1

作者：

Liu Jixue ^{[1
]}

Zhang Sanguo

Chen Xiru

机构：

[1] Univ Sci & Technol China, Dept Stat & Finance, Hefei 230026, Peoples R China

[2] Chinese Acad Sci, Grad Sch, Dept Math, Beijing 100049, Peoples R China

来源：

SCIENCE IN CHINA SERIES A-MATHEMATICS | 2006年 / 49卷 / 06期

基金：

中国国家自然科学基金;

关键词：

linear EV model; consistency; asymptotic normality;

D O I：

10.1007/s11425-006-0752-y

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper studies the linear EV model when replicate observations are made only on independent variables. We construct the estimates of regression coefficients and prove the consistency and asymptotic normality under some proper conditions. Results obtained reveal the difference between the case where the independent and dependent variables are observed repeatedly and simultaneously and the case studied in this article.

引用

页码：752 / 769

页数：18

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