本文研究了线性模型的最小二乘估计的中偏差.通过估计Laplace渐近积分.得到了随机误差为取值于R^d的相互独立同分布随机变量情形下的中偏差与重对数律的结果.
We consider the moderate deviations and the law of the iterated logarithm for the least square estimators in linear models with i. i. d R^d-valued random errors. A moderate deviation principle is obtained by Laplace asymptotic integral method. In addition, a law of the iterated logarithm is also presented.