Linear EV model with replicate observations on independent variables

被引:0
|
作者
Jixue Liu
Sanguo Zhang
Xiru Chen
机构
[1] University of Science and Technology of China,Department of Statistics and Finance
[2] Graduate School of Chinese Academy of Sciences,Department of Mathematics
来源
Science in China Series A | 2006年 / 49卷
关键词
linear EV model; consistency; asymptotic normality;
D O I
暂无
中图分类号
学科分类号
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.
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页码:752 / 769
页数:17
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