In this paper, we have constructed a random weighting statistic to approximate the distribution of studentized least square estimator in a linear regression model with ideal accuracy o(n<sup>-1/2</sup>). T...In this paper, we have constructed a random weighting statistic to approximate the distribution of studentized least square estimator in a linear regression model with ideal accuracy o(n<sup>-1/2</sup>). Thus, we have provided a more practical distribution approximating method.展开更多
基金Supported by the Doctoral Program Foundation of the Institute of Higher Educationthe National Natural Science Foundation of China.
文摘In this paper, we have constructed a random weighting statistic to approximate the distribution of studentized least square estimator in a linear regression model with ideal accuracy o(n<sup>-1/2</sup>). Thus, we have provided a more practical distribution approximating method.
