%0 Journal Article
%T APPLICATION OF RANDOM WEIGHTING METHODS IN REGRESSION MODELS
随机加权法在线性模型中的应用
%A ZHENG ZHONG-GUO
%A
郑忠国
%J 系统科学与数学
%D 1988
%I
%X For the classical regression models the problem of simulation for the distribution func-tion of the student statistics of LS estimator of an estimable function is discussed under the as-sumption that the components of the error vector are independent but not identically distrib-uted and other assumptions.By means of asym ptotical expansion of corresponding statisticswe prove that the random weighting approximation can attain the accuracy of o (1/n~(1/2),similar results are obtained also for the problem of approximation for the distribution func-tion of the testing statistics t_(n-p).
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=0CD45CC5E994895A7F41A783D4235EC2&aid=94C31BEC7E9761B5B4731A883AE87179&yid=0702FE8EC3581E51&vid=5D311CA918CA9A03&iid=0B39A22176CE99FB&sid=70AC2EF7F2065E09&eid=43608FD2E15CD61B&journal_id=1000-0577&journal_name=系统科学与数学&referenced_num=5&reference_num=0