... 正态概率曲线下的面积 area under normal probability curve 正态估计量 normal estimator 正态过程 normal process ...
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我们讨论是否ols估计量满足渐近正态性。
We are discussing whether OLS estimator satisfy asymptotic normality.
因此得到了推广矩估计量的渐近分布，于是证明了推广估计量的渐近正态性。
Then we derive the asymptotical distribution of the extended moment estimator and prove its asymptotically normality.
给出非参数回归模型中估计量的渐近偏差和渐近方差，并在适当条件下利用大小分块的思想获得了该估计量的渐近正态性。
Given the asymptotic bias and the asymptotic variance of estimation, moreover obtained the asymptotic normality of the estimation under certain condition using small-block and large-block arguments.
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