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排序方式: 共有459条查询结果,搜索用时 15 毫秒
1.
In this paper we propose a new robust estimator in the context of two-stage estimation methods directed towards the correction of endogeneity problems in linear models. Our estimator is a combination of Huber estimators for each of the two stages, with scale corrections implemented using preliminary median absolute deviation estimators. In this way we obtain a two-stage estimation procedure that is an interesting compromise between concerns of simplicity of calculation, robustness and efficiency. This method compares well with other possible estimators such as two-stage least-squares (2SLS) and two-stage least-absolute-deviations (2SLAD), asymptotically and in finite samples. It is notably interesting to deal with contamination affecting more heavily the distribution tails than a few outliers and not losing as much efficiency as other popular estimators in that case, e.g. under normality. An additional originality resides in the fact that we deal with random regressors and asymmetric errors, which is not often the case in the literature on robust estimators. 相似文献
2.
Lu Lin 《Statistical Papers》2004,45(4):529-544
The quasi-score function, as defined by Wedderburn (1974) and McCullagh (1983) and so on, is a linear function of observations.
The generalized quasi-score function introduced in this paper is a linear function of some unbiased basis functions, where
the unbiased basis functions may be some linear functions of the observations or not, and can be easily constructed by the
meaning of the parameters such as mean and median and so on. The generalized quasi-likelihood estimate obtained by such a
generalized quasi-score function is consistent and has an asymptotically normal distribution. As a result, the optimum generalized
quasi-score is obtained and a method to construct the optimum unbiased basis function is introduced. In order to construct
the potential function, a conservative generalized estimating function is defined. By conservative, a potential function for
the projected score has many properties of a log-likelihood function. Finally, some examples are given to illustrate the theoretical
results.
This paper is supported by NNSF project (10371059) of China and Youth Teacher Foundation of Nankai University. 相似文献
3.
The L1 and L2-errors of the histogram estimate of a density f from a sample X1,X2,…,Xn using a cubic partition are shown to be asymptotically normal without any unnecessary conditions imposed on the density f. The asymptotic variances are shown to depend on f only through the corresponding norm of f. From this follows the asymptotic null distribution of a goodness-of-fit test based on the total variation distance, introduced by Györfi and van der Meulen (1991). This note uses the idea of partial inversion for obtaining characteristic functions of conditional distributions, which goes back at least to Bartlett (1938). 相似文献
4.
韩德艳 《湖北师范学院学报(哲学社会科学版)》1995,(3)
本文用配体置换法合成了烷基钴Schiff碱配合物n—C_3H_ 7Co(salen)(γ—pie)(正丙基·4-甲基吡啶·双水杨醛合乙二亚胺合钴(Ⅱ))。并进行了元素分析、红外光谱、紫外光谱、核磁共振等性质表征。 相似文献
5.
服务学习是美国中小学广泛实施的一种优秀的实践教学课程模式。不同于单纯的社会体验或学科教学,服务学习将课程学习、社会服务和体验反思三者有机地结合起来,不仅加强了学生课堂所学知识与现实世界的关联,同时也极大地丰富了中小学生的社会实践活动。其基本理念、特征、实践模式及实施经验对我国当前基础教育课程改革有着很高的借鉴价值。 相似文献
6.
知识产权"十二五"发展规划具有多重属性与复杂性、制定组织结构多元化、地区发展不平衡及其与环境匹配较难等特点,较薄弱的知识产权基础因素与国际发展动态影响下,使得我国知识产权"十二五"发展规划实施挑战与机遇并存。 相似文献
7.
For the model considered by Chaturvedi, Pandey and Gupta (1991), two classes of sequential procedures are developed to construct confidence regions (which may be interval, ellipsoidal or spherical) of ‘pre-assigned width and coverage probability’ for the parameters of interest and for the minimum risk point estimation (taking loss to be quadratic plus linear cost of sampling) of the nuisance parameter. Second-Order approximations are derived for the expected sample size, coverage probability and ‘regret’ associated with the two classes of sequential procedures. A simple and direct method of obtaining the asymptotic distribution of the stopping time is provided. By means of examples, it is illustrated that several estimation problems can be tackled with the help of proposed classes of sequential procedures. 相似文献
8.
Rising healthcare costs have sparked debate about the best way to provide high‐quality affordable health insurance. We discuss the potential for regulated insurance markets to outperform single‐payer public insurance. We use as an example the private Medicare plans that now provide insurance to almost a third of seniors in the United States. The evidence suggests that private plans can limit costs and potentially appeal to enrollees, and that well‐designed risk adjustment can mitigate market failures due to adverse selection. However, fostering competition between insurers, especially in smaller markets, is difficult. We discuss how future research might illuminate the relative advantages of public and private health insurance. 相似文献
9.
Ruixue Jia Masayuki Kudamatsu David Seim 《Journal of the European Economic Association》2015,13(4):631-668
Who becomes a top politician in China? We focus on provincial leaders—a pool of candidates for top political office—and examine how their chances of promotion depend on their performance in office and connections with top politicians. Our empirical analysis, based on the curriculum vitae of Chinese politicians, shows that connections and performance are complements in the Chinese political selection process. This complementarity is stronger the younger provincial leaders are relative to their connected top leaders. To provide one plausible interpretation of these empirical findings, we propose a simple theory in which the complementarity arises because connections foster loyalty of junior officials to senior ones, thereby allowing incumbent top politicians to select competent provincial leaders without risking being ousted. Our findings shed some light on why a political system known for patronage can still select competent leaders. 相似文献
10.