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- Publisher
- Springer Journals
- Copyright
- Copyright © 1994 by Science Press, Beijing, China and Allerton Press, Inc., New York, U.S.A.
- Subject
- Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
- ISSN
- 0168-9673
- eISSN
- 1618-3932
- DOI
- 10.1007/BF02006858
- Publisher site
- See Article on Publisher Site
Abstract
Consider the model (1.6), whereE ij (j=1, ...,N i,i=1,2,...) are i.i.d. with mean 0 and variance 1. Introduce a randomly weighted estimateβ n defined by (1.8). Assuminge 11 ∼N(0, 1) andN i ≥ 6, the paper gives a necessary and sufficient condition forβ n to be a consistent estimate ofβ 0, and under some further restrictions a normal approximation foβ n is established which can be used in constructing a large sample confidence interval ofβ 0. Finally, in the non-normal case a theorem about the consistency ofβ n is proved.
Journal
Acta Mathematicae Applicatae Sinica – Springer Journals
Published: Jul 13, 2005