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991.
Stephen.J Trejo 《统计学通讯:理论与方法》2013,42(12):3539-3548
For logit models where the outcome variables are the proportions of individuals falling into each of three categories, this paper develops a data transformation through which GLS estimates can be obtained by running OLS on the transformed data. 相似文献
992.
This paper studies the consistency of Bayesian nonparametric regression models. We concentrate on the use of the sup metric and dealing with non-stochastic, i.e. designed, covariate values. We illustrate our results on a normal mean regression function and demonstrate the usefulness of a model based on piecewise constant functions. 相似文献
993.
Yong Bao 《Econometric Reviews》2013,32(4):415-448
It is well documented in the literature that the sample skewness and excess kurtosis can be severely biased in finite samples. In this paper, we derive analytical results for their finite-sample biases up to the second order. In general, the bias results depend on the cumulants (up to the sixth order) as well as the dependency structure of the data. Using an AR(1) process for illustration, we show that a feasible bias-correction procedure based on our analytical results works remarkably well for reducing the bias of the sample skewness. Bias-correction works reasonably well also for the sample kurtosis under some moderate degree of dependency. In terms of hypothesis testing, bias-correction offers power improvement when testing for normality, and bias-correction under the null provides also size improvement. However, for testing nonzero skewness and/or excess kurtosis, there exist nonnegligible size distortions in finite samples and bias-correction may not help. 相似文献
994.
Statistical comparisons of several nonparametric changepoint estimators which are currently offered in the literature are undertaken. The criteria for comparison are Pitman nearness, probability concentration and mean squared error. Recommendations for small, moderate and large sample cases are given. 相似文献
995.
A popular linear regression estimator for censored data is the one proposed by Buckley and James (1979). However, this estimator is not robust to outliers, which is not surprising since it is a modified version of the uncensored data least squares estimator. Lai and Ying (1994) have proposed an M-estimator for censored data that is a generalization of the Buckley- James estimator. In this paper we discuss a weighted least squares algorithm for computing these M-estimates and compare the performance of two Huber M-estimators with the Buckley-James estimator in a simulation study. We find that the Huber M-estimators perform more robustly for a broad range of censoring and error distributions. 相似文献
996.
AbstractThis article studies the consistency of a local density regression model under a supremum Hellinger distance. Such model applies a piecewise structure where a mixture of Dirichlet process model (MDP) is assigned as the fixed density on each piece. The piecewise construction is a straightforward way to establish sup–Hellinger consistency in a regression settings. A specific piecewise density example is presented in a simulation study. 相似文献
997.
ABSTRACTIn this article, a new two-step calibration technique of design weights is proposed. In the first step, the calibration weights are set proportional to the design weights in a given sample. In the second step, the constants of proportionality are determined based on different objectives of the investigator such as bias reduction or minimum mean squared error. Many estimators available in the literature can be shown to be special cases of the proposed two-step calibrated estimator. A simulation study, based on a real data set, is also included at the end. A few technical issues are raised with respect to the use of the proposed calibration technique: both limitations and benefits are discussed. 相似文献
998.
AbstractMotivated by a recent article published by Adam and Tawn, we characterize the distribution of two random variables X, Y ordered linearly like X < Y. We suppose that the random variables follow a bivariate extreme value distribution. 相似文献
999.
鲍志芳 《石家庄铁道学院学报(社会科学版)》2009,3(2):12-16
经济全球化是一种以经济方式为杠杠,全方位影响全球经济、政治、文化、社会的现象和历史过程,它对世界经济和其它领域的发展具有双重影响。经济全球化发展对中国特色社会主义的发展,既形成巨大的挑战,也提供了历史上少有的发展机遇。30年来,中国特色社会主义在迎接挑战、把握机遇中获得了空前的发展。 相似文献
1000.
面子问题在中国社会根植已久,它在某种意义上决定了个体的行为表现,从而无所不在地影响着社会交往.然而,鉴于面子概念的复杂性和抽象性,长期以来与面子相关的研究仍然只停留在纸上谈兵的阶段,缺乏系统验证.对面子需要概念的结构与相应的维度划分进行的探索性研究结果表明: (1)面子及面子需要都是多维度的概念,个体的面子需要可以分为三类,即能力性面子需要、关系性面子需要和道德性面子需要,也就是说个体所追求的面子可以根据其来源的不同而区分出能力、人际关系和道德三个维度;(2) 不同的个体对面子有着不同的需要,它不仅表现为强度的区别,同时也表现为类型的差异. 相似文献