頁籤選單縮合
題 名 | Moment and Rank Estimation in Structural Errors-in Variable Models |
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作 者 | Chen,Guijing; Saleh,A. K. Md. E.; | 書刊名 | 中國統計學報 |
卷 期 | 43:1 2005.03[民94.03] |
頁 次 | 頁105-126 |
分類號 | 319 |
關鍵詞 | Linear model; Structual E-V model; Least squares estimates; Rank estimates; Strong convergence; Asymptotical normality; |
語 文 | 英文(English) |
英文摘要 | This paper considers structural errors-in-variable regression models with replicated observations. Some classical estimators, for example, least squares estimators are not consistent in general under such models. Modifying moment estimation and rank estimation, some estimators in linear structural errors-in-variable models have been constructed. For these estimators, strong convergence properties and asymptotical normality have been obtained. |
本系統中英文摘要資訊取自各篇刊載內容。