摘要
In this paper, a multivariate linear functional relationship model, where the covariance matrix of the observational errors is not restricted, is considered. The parameter estimation of this model is discussed. The estimators are shown to be a strongly consistent estimation under some mild conditions on the incidental parameters.
In this paper, a multivariate linear functional relationship model, where the covariance matrix of the observational errors is not restricted, is considered. The parameter estimation of this model is discussed. The estimators are shown to be a strongly consistent estimation under some mild conditions on the incidental parameters.
基金
Supported by National Natural Science Foundation of China(No.19771065).
