线性相关模型中误差方差的经验似然估计及其Bootstrap

Acta mathematica scientia,Series A ›› 1997, Vol. 17 ›› Issue (1): 38-46.

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An Empirical Likelihood Estimation of the Error Variance in Linear Correlation Models and its Bootstrap

Shi Jian

Institute of Systems Science, Academia Sinica, Beijing 100080

Received:1995-01-16 Revised:1995-09-22 Online:1997-02-26 Published:1997-02-26

Abstract

Abstract: In this paper,we use the empirical likelihood method to modify the least-square type estimation of the error variance in linear correlation model. It is shown that the modified estimation has smaller asymptotic variance than the traditional one. Meanwhile,we have given a bootstrap approximation for the modified estimation.

Key words: Correlation model, error variance, least square, empirical likelihood, bootstrap

Shi Jian. An Empirical Likelihood Estimation of the Error Variance in Linear Correlation Models and its Bootstrap[J].Acta mathematica scientia,Series A, 1997, 17(1): 38-46.

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An Empirical Likelihood Estimation of the Error Variance in Linear Correlation Models and its Bootstrap

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