ON ASYMPTOTIC NORMALITY OF PARAMETERS IN MULTIPLE LINEAR ERRORS-IN-VARIABLES MODEL  

作　　者：ZHANGSanguo CHENXiru 

机构地区：[1]HuaLoo-KengInstituteforAppliedMathematicsandInformationScience DepartmentofMathematics,theGraduateSchoolofChineseAcademyofSciences,Beijin9100039,China [2]DepartmentofMathematics,theGraduateSchoolofChineseAcademyofSciences,Beijing100039,China

出　　处：《Journal of Systems Science & Complexity》2003年第4期438-445,共8页系统科学与复杂性学报（英文版）

基　　金：This project is supported by the National Natural Science Foundation of China (No.19631040)

摘　　要：This paper studies the parameter estimation of multiple dimensional linear errors-in-variables (EV) models in the case where replicated observations are available in some experimental points. Asymptotic normality is established under mild conditions, and the parameters entering the asymptotic variance are consistently estimated to render the result useable in the construction of large-sample confidence regions.

关 键 词：errors-in-variables model asymptotic normality replicated observations 

分 类 号：O212.1[理学—概率论与数理统计]