AAM  >> Vol. 4 No. 1 (February 2015)

    简单线性EV回归模型中最小二乘估计量的Berry-Esseen估计
    A Note on LS Berry-Esseen Estimator in Simple Linear EV Regression Model

  • 全文下载: PDF(1003KB) HTML   XML   PP.29-36   DOI: 10.12677/AAM.2015.41004  
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作者:  

孟娇,于明明:南京航空航天大学,江苏 南京

关键词:
中心极限定理收敛速度EV退化模型最小二乘法估计量Central Limit Theorem Convergence Rate EV Regression Model LS Estimator

摘要:
本论文的目的是研究简单线性存在误差项(EV)退化模型的最小二乘估计量中心极限定理的收敛速度。进一步,Miao,Yang和Shen在[1]中对其实际应用做了详细的介绍。

In this paper, we study the convergence rate of the central limit theorems for LS estimator in simple linear errors-in-variables (EV) regression model. Further, its application has been introduced detailedly by Miao, Yang and Shen in[1].

文章引用:
孟娇, 于明明. 简单线性EV回归模型中最小二乘估计量的Berry-Esseen估计[J]. 应用数学进展, 2015, 4(1): 29-36. http://dx.doi.org/10.12677/AAM.2015.41004

参考文献

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[2] Liu, J.X. and Chen, X.R. (2005) Consistency of LS estimator in simple linear EV regression model. Acta Mathematica Scientia, 25B, 50-58.
[3] Miao,Y. and Liu, W.A. (2009) Moderate deviations for LS estimator in simple linear EV regression model. Journal of Statistical Planning and Inference, 139, 3122-3131.
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