全部 标题 作者
关键词 摘要

OALib Journal期刊
ISSN: 2333-9721
费用:99美元

查看量下载量

相关文章

更多...

多元线性回归系数的随机加权M-估计

, PP. 105-113

Keywords: 多元线性模型,M-估计,随机加权,渐近正态性,multivariatelinearniodel,M-estimate.randomlyweightedmethod.asymptoticnormality

Full-Text   Cite this paper   Add to My Lib

Abstract:

:?本文讨论了由随机加权最小问题的解定义的多元线性回归系数的随机加权M-估计的相合性、渐近正态性,参数检验及时非随机加权M-估计分布的Bootstrap逼近。

References

[1]  Z.D.Bai,C.R.Rao,and Y.Wn(1992),M-estimation of Multivariate Linear Regression Parameters under a Connex Discrepancy Funetion.Statisties Siniea.2.237-254.
[2]  C.R.RaoandL.C.Zhao(1990).Approximation to the Distributions of M-estimations in Linear Models by Randomly Weighted Bootstrp.T.R.No.91-07.Center for Multivariate Analysis Penn. State University.
[3]  Koenker,R.and Portnoy.S.(1990).M-estimation of Multivariate Regression. J.Amer Statist Assoc.85.1060-1080.
[4]  Hellers, Sand Willers,R.(1988).Asymptotic Normality of R-estimates in the Linear Model Statisties.19.173-184.
[5]  Yohai,V.J and Maronna,R.A.(1979).Asymptotic Behavior of M-estimates for the Linear Model Ann.Statist.T.258-268.

Full-Text

Contact Us

service@oalib.com

QQ:3279437679

WhatsApp +8615387084133