φ-混合样本下缺失数据情形线性模型回归系数估计的渐近性质被引量：1

Asymptotic Properties of Estimators of Regression Coefficients in Linear Models Under Phi-Mixing Samples with Missing Data

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摘要 φ-混合样本下,当响应变量满足随机缺失机制时,利用回归填补方法填补缺失的数据,在此基础上给出了线性模型回归系数的估计,并在一定的条件下证明了估计的渐近正态性. Under φ-mixng samples , when the response variable is missing at random, we employ the linear regression imputation method to impute data and obtain estimators of regression coefficients. It is shown that proposed estimators are asymptotically norma dis- tributed in some mild conditions.

作者郑李玲李英华

机构地区钦州学院数学与计算机科学学院广西师范大学数学与统计学院

出处《数学的实践与认识》 CSCD 北大核心 2014年第21期266-273,共8页 Mathematics in Practice and Theory

基金国家自然科学基金(11201088) 广西自然科学基金(2013GXNSFBA019001) 广西教育厅科研项目(201106LX054)

关键词 φ-混合样本缺失数据 φ-mixng samples missing data

分类号 O212.1 [理学—概率论与数理统计]

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参考文献9

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二级参考文献13

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