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《ACTA MATHEMATIEA SCIENTIA》 1997-01
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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)  
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.
【CateGory Index】: O212
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【Co-references】
Chinese Journal Full-text Database 10 Hits
1 Gao Xiuhong Cui Hengjian (Department of Mathematics, Beijing Normal University, 100875, Beijing, China);EMPIRICAL LIKELIHOOD RATIO CONFIDENCE REGIONS IN EV LINEAR MODEL[J];Journal of Beijing Normal University(Natural Science);2001-05
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6 Zhang Junjian Wang Chengming(Department of Mathematics and Computer Science, Guangxi Normal University, 541004, Guilin, PRC);SMOOTH EMPIRICAL LIKELIHOODDISTRIBUTION ESTIMATION[J];JOURNAL OF GUANGXI NORMAL UNIVERSITY(NATURAL SCIENCE);1998-01
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9 Zhang Junjian\ Wang Chengming\ Wang Weixin ( Dept.of Math. and Computer Science, Guangxi Teachers University,Guilin\ 541004);EMPIRICAL LIKELIHOOD RATIO CONFIDENCE REGIONS FOR DEPENDENT SAMPLES[J];APPLIED MATHEMATICS A JOURNAL OF CHINESE UNIVERSITIES;1999-01
10 HE Feng-xia, ZHANG Cui-lian (School of Mathematics and Physics, North China Electric Power University, Beijing 102206, China; Fundamental Science Department, North China Institute of Astronautic Engineering, Langfang 065000, China);Application and calculation cases of Monte Carlo method[J];Journal of North China Electric Power University;2005-03
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