摘要
本文讨论了非线性E-V回归模型中参数的估计问题,构造了未知参数β0的最小二乘估计β和误差方差σ2的估计σ2,证明了β具有渐近正态性,同时也证明了σ2依概率收敛于σ2的速度可达到n-1/2.
This paper considers the problem of the parametric estimation in nonlinear error-invariable regression models. The estimator β of unknown parametric β0 and the estimator σ2 of error variance σ2 are structured respectively. The author proves that under suitable conditions the estimator β is asymptotically normality and the rate that σ2 in probability converge to σ2 can attain the accuracy of n-1/2.
出处
《数学年刊（A辑）》
CSCD
北大核心
2005年第3期351-360,共10页
Chinese Annals of Mathematics
基金
北京市自然科学基金(No.1042002)
北京市教委科技发展计划(No.KM200510005009)
北京市优秀人才培养专项经费(No.20041D0501515)资助的项目.
关键词
非线性E—V回归模型
参数估计
渐近正态性
Nonlinear E-V regression models, Parametric estimation. Asymptotically normality
