| 研究生: |
李賜郎 |
|---|---|
| 論文名稱: |
線性迴歸模式中最小平方估計量之收斂速率 CONVERGENCE RATE OF LEAST-SQUARES ESTIMATORS IN LINEAR REGRESSION MODELS |
| 指導教授: | 林光賢 |
| 學位類別: |
碩士
Master |
| 系所名稱: |
商學院 - 統計學系 Department of Statistics |
| 論文出版年: | 1987 |
| 畢業學年度: | 75 |
| 語文別: | 中文 |
| 論文頁數: | 22 |
| 相關次數: | 點閱:207 下載:0 |
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目錄
第一章 緒論………1
第二章 收斂速率………5
第三章 ˆβn-β之極限分配………12
參考書目………21
參考書目
1 .Ash, B. R.,“Reil Analysis and Fobability” Acacemic Press, New York, 1972 .
2. Chow, Y. S., " Some Convergence Theorems for Independent Random Variables” Ann. Math. Stat., 37, p.p. 1482-1493, 1966 .
3. Chow, Y, S., and Teicher, H. “Probability Theory, Independence Interchangeablity Martingates” Springer-Verlag, New York, 1973.
4. Chung, X, L., “A Course in Probability Theory” 2nd ed., Academic Press, New York, 1974 .
5. Eicker, F., "The Least Square Estimators for Families of Linear Regressions” Ann. Math. Stat., 34, p.p.447-456, 1963.
6. Lai, T. L. and Robbins, H., "Strong Consistency of Least -Squares Estimates in Regression Mode1" Proc. Natl. Acad. Sci. USA,74, p.p 2667-2669,1977.
7. Taylor, J. B. and Anderson, T. W., "Strong Consistency of Least - Squares Estimates in Normal Linear Regression" Ann. Stat., 4, p.p.788-796, 1976.
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