ASYMPTOTIC NORMALITY OF M-ESTIMATES IN THE EV MODEL

被引：12
作者：
CUI Hengjian(Department of Mathematics
机构：
来源：
Systems Science and Mathematical Sciences | 1997年 / 03期
关键词：
EV model; M-estimate; strong consistency; asymptotic normality;
D O I：
暂无
中图分类号：
O212 [数理统计];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The M-estimate of parameters in the errors-in-variables (EV) model Y =xτβ0+∈,X =x+u ((∈,uτ)τ is a (p+1)-dimensional spherical error, Coy[(∈, uτ)τ] =σ2Ip+1)being considered. The M-estimate βn,, of β0 under a general ρ(·) function and the estimateof σ2 are given, the strong consistency and asymptotic normality of βn as well as are obtained. The conditions for the ρ(·) function in this paper are similar to that of linearexpression of M-estimates in the linear regression model.
引用
收藏
页码：225 / 236
页数：12
相关论文
共 3 条
  • [1] Improvements of the naive approach to estimation in nonlinear errors-in-variablesregression models. Gleaser,L. J. Contemporary Mathematics . 1990
  • [2] Estimating linear statistical relationships, Ann. Anderson,T. W. Statistica . 1984
  • [3] Linear expression of M-estimates in linear model, Canadian J. Rao,C. R. and Zhao,L. C. Statistica . 1992
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