Random Weighting T-Statistics in Linear Regression Models

Authors
Jian, Shi Zhongguo, Zheng
Citation
Jian, Shi et Zhongguo, Zheng, Random Weighting T-Statistics in Linear Regression Models, Acta Mathematica Sinica, New Series Chinese Journal of Mathematics, 11(2), 1995, pp. 188-199
Journal title
Acta Mathematica Sinica, New Series Chinese Journal of Mathematics → ACNP
ISSN journal
10009574
Volume
11
Issue
2
Year of publication
1995
Pages
188 - 199
Database
ACNP
SICI code
Abstract
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.¹/²). Thus, we have provided a more practical distribution approximating method.