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On two Order Asymptotically Efficient of Lincar Model Y= Xβ十ε

LIANG Hua

(the Institute of System Science, Chinese Academy of Science)

Abstract: Two order asymptotically efficient of least squares estimator β of β the linear model Y= Xβ十ε has been discussed in this paper.

Key wrods: linear model; least squares estimator; two order asymptotically efficient; random variable


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