Properties of Estimators after Preliminary Tests of Significance when Stochastic Restrictions Are Used in Regression - Judge, Yancey, et al.Judge.G.G., Yancey,T.A.and Bock,M.E. Properties of estimators after preliminary tests of significance when stochastic restrictions are used in regression, ...
是这个意思,具体请看讲义截图128页如下图: 找到方差最小的方法是最小二乘法OLS,同学可以再去听一下section5 2basics的后两个视频,老师上课有具体的解释,具体的证明同学了解即可。 ---加油吧,让我们一起遇见更好的自己! 添加评论 0 0 1 回答 0 关注 342 浏览 我要回答 关注问题 相关问题 证书课 CFA Leve...
The first subset belongs to the competing risks model, and the second consists of left-truncated data. Estimators of the cumulative hazard function before and after warnings are derived and proved to be consistent, with asymptotic normal distributions. A null hypothesis where the cumulative hazard ...
Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model We study the estimation of a stable Cox-Ingersoll-Ross model, which is a\nspecial subcritical continuous-state branching process with immigration. The\nprocess is characterized in terms of some stochastic equations. The ...
The article investigates the finite sample properties of estimators for spatial autoregressive models where the disturbance terms may follow a spatial autoregressive process. In particular we investigate the finite sample behavior of the feasible generalized spatial two-stage least squares (FGS2SLS) estima...
In this paper we compare three estimators for the multivariate logit model: two asymptotically efficient methods and a consistent method. The most interesting result is that at sample sizes of more than one hundred, the simple consistent estimator performs almost as well as the asymptotically efficien...
Asymptotic properties of estimators for the confirmatory factor analysis model are discussed. The model is identified by restrictions on the elements of th... TW Anderson,Y Amemiya - 《Annals of Statistics》 被引量: 389发表: 1988年 Asymptotic Properties of Self-Consistent Estimators Based on Doubly...
摘要: The maximum likelihood estimators of the parameters in the bilinear regression models are non-linear estimators. The expectation and dispersion are derived for all estimators as well as the...DOI: 10.1007/978-3-319-78784-8_4 年份: 2018 ...
Kenellapper, R.H., 1982,The relevance of large sample properties of estimators for the errors-in- variables model: A Monte Carlo study, Communications in Statistics, Simulation and Computa- tion I I, 625-634.R.H. Kettellapper, The relevance of large sample properties of estimators for the ...
Asymptotic properties of some estimators for partly linear stationary autoregressive models - Gao () Citation Context ... β4 − β4 * * β5 − β5 βi − βi * βN − βN * 3− β * 3 N * * (X, β, β ) �( βi, βi ) (X,X i) i= 1 f = K + b ...