| 摘要: |
| 利用原始自助法(wild bootstrap)估计异方差线性模型,建立了异方差线性模型中参数部分的最小二乘估计的渐近分布,给出了非齐次方差的协差阵的一个相合估计. |
| 关键词: 原始自助法 异方差线性模型 渐近正态性 |
| DOI： |
| 分类号: |
| 基金项目: |
|
| On estimation hetero-variance linear model based on wild bootstrap |
|
HU Xue-mei; WU Dai-hong; LI Nan; XU Guang-ling1,2,3,4
|
|
1.（School of Mathematics and Statistics;2.Chongqing Technology and Business University;3.Chongqing 400067;4.China）
|
| Abstract: |
| Wild bootstrap estimation hetero-variance linear model is used to establish least square estimation asymptotic distribution of parameters part in hetero-variance linear model.A congruent estimation of covariance matrix of nonhomegeneous variance is given |
| Key words: wild bootstrap hetero-variance linear model asymptotic normality |
