版权所有:内蒙古大学图书馆 技术提供:维普资讯• 智图
内蒙古自治区呼和浩特市赛罕区大学西街235号 邮编: 010021
作者机构:Ewha Univ Dept Stat Seodaemun Ku Seoul 120750 South Korea Duksung Univ Dept Stat Tobong Ku Seoul 132714 South Korea
出 版 物:《STATISTICS & PROBABILITY LETTERS》 (统计学与概率论通讯)
年 卷 期:2000年第47卷第1期
页 面:1-10页
核心收录:
学科分类:07[理学] 0714[理学-统计学(可授理学、经济学学位)] 0701[理学-数学] 070101[理学-基础数学]
基 金:Korea Science and Engineering Foundation KOSEF
主 题:polynomial regression model spatial correlation efficiency OLSE GLSE
摘 要:For polynomial regression models with spatially correlated errors, the covariance matrix of the ordinary least-squares estimator (OLSE) is shown to have the same limiting value as that of the generalized least-squares estimator (GLSE) under the same normalization. This implies that the OLSE is asymptotically efficient. (C) 2000 Elsevier Science B.V. All rights reserved.