同济大学学报（自然科学版）2011，Vol.39Issue(5)：768-772,5.DOI:10.3969/j.issn.0253-374x.2011.05.025
半参数测量误差模型中参数的随机加权估计
Randomly Weighted Estimators for Parametric Component in Semi-linear Errors-in-variables Models
姜荣 1钱伟民 1周占功2
作者信息
- 1. 同济大学应用数学系,上海200092
- 2. 嘉兴学院统计系,浙江嘉兴314001
- 折叠
摘要
Abstract
The randomly weighted method is used to approximate the distribution of the least square estimators,and it is demonstrated that the approximation is asymptotically valid with probability one.Finally, simulated example is given to illustrate the performance of the proposed method.关键词
半参数测量误差模型/渐近正态性/随机加权最小二乘估计Key words
semi-linear errors-in-variables models/asymptotic normality properties/ randomly weighted least square estimator分类
数理科学引用本文复制引用
姜荣,钱伟民,周占功..半参数测量误差模型中参数的随机加权估计[J].同济大学学报（自然科学版）,2011,39(5):768-772,5.
