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| 缺失数据下线性EV模型的稳健参数估计 | |
| 引用本文： | 赵海楠,金蛟. 缺失数据下线性EV模型的稳健参数估计[J]. 北京师范大学学报(自然科学版), 2015, 0(1): 5-8. DOI: 10.16360/j.cnki.jbnuns.2015.01.002 |
| 作者姓名： | 赵海楠 金蛟 |
| 作者单位： | 北京师范大学数学科学学院，数学与复杂系统教育部重点实验室，100875，北京 |
| 基金项目： | 国家自然科学基金资助项目(10901020);中央高校基本科研业务专项资金资助项目 |
| 摘 要： | 给出了多元线性EV模型下协变量具有随机缺失(MAR)时参数的稳健估计方法,并证明了估计的渐近正态性.模拟研究表明估计量在有限样本下具有很好的效果. |
| 关 键 词： | 线性 EV 模型 MAR M 估计 稳健性 渐近正态性 |
Robust estimation in linear EV model with missing data |
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| ZHAO Hainan;JIN Jiao. Robust estimation in linear EV model with missing data[J]. Journal of Beijing Normal University(Natural Science), 2015, 0(1): 5-8. DOI: 10.16360/j.cnki.jbnuns.2015.01.002 | |
| Authors: | ZHAO Hainan JIN Jiao |
| Affiliation: | ZHAO Hainan;JIN Jiao;School of Mathematical Sciences,Key Laboratory of Mathematics and Complex Systems of Ministry of Education,Beijing Normal University; |
| Abstract: | A robust method to estimate parameters in multivariate linear errors-in-variables model when the regressors are missing at random (MAR)is proposed.The proposed robust estimator is asymptotically normal. Simulation studies are presented to show that the proposed method performs well with finite samples. |
| Keywords: | linear errors-in-variables model MAR M-estimators robustness asymptotic normality |
| 本文献已被 CNKI 万方数据 等数据库收录！ | |