%0 Journal Article %T BAHADUR ASYMPTOTIC EFFICIENCY FOR PARAMETER ESTIMATE IN MULTIPLE REGRESSION %A LU KUNLIANG %A
%J 系统科学与数学 %D 1983 %I %X 1. INTRODUCTION Consider the multiple regression model xi=ciβ+ei,i=1,2,…,(1) where c_i=(c_(il),…,c_(ip)), i=1, 2,…are given row vectors; β∈R~p is an unknown parameter vector; e_1, e_2,…are i.i.d. random variables with a common probability density function f(x) with respect to the Lebesgue measure. Let x_1, x_2,…be a sequence of observa- %U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=0CD45CC5E994895A7F41A783D4235EC2&aid=D174C89470C2EBA1263AA30AEFF3E673&yid=A7F20A391020FDEE&vid=38B194292C032A66&iid=0B39A22176CE99FB&sid=AA0DBB55A2D3B422&eid=480C51B1F0CE0AB6&journal_id=1000-0577&journal_name=系统科学与数学&referenced_num=0&reference_num=0