| 分位数回归与局部线性回归的估计的稳健性比较研究 |
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| 引用本文： | 王秀文,王景旭.分位数回归与局部线性回归的估计的稳健性比较研究[J].温州大学学报(自然科学版),2012,33(6):7-12. |
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| 作者姓名： | 王秀文 王景旭 |
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| 作者单位： | 1. 温州大学数学与信息科学学院,浙江温州,325035
2. 华中农业大学经济管理学院,湖北武汉,430000 |
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| 摘 要： | 在介绍分位数回归估计方法理论和局部线性回归估计方法理论的基础上，分别建立模型分析了2008—2011年我国通货膨胀和海关进出口总额之间的关系，结果表明：分位数回归估计方法具有更加稳健的特点；在研究通货膨胀和海关进出口总额之间关系时，使用分位教回归模型更加有效．
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| 关 键 词： | 分位数回归 局部线性回归 通货膨胀 海关进出口总额 稳健性 |
Comparison of Robustness in Estimation of Quantile Regression and Local Linear Regression |
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| WANG Xiuwen
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WANG Jingxu.Comparison of Robustness in Estimation of Quantile Regression and Local Linear Regression[J].Journal of Wenzhou University Natural Science,2012,33(6):7-12. |
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| Authors: | WANG Xiuwen WANG Jingxu |
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| Institution: | 1. School of Mathematics and Information Science, Wenzhou University, Wenzhou, China 325035; 2. School of Economics and Management, Huazhong Agricultural University, Wuhan, China 430000) |
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| Abstract: | Based on the introduction of theory of quantile regression estimation method and of local linear regression estimation method, separate models were established to analyze relations between China＇s inflation and volume of customs import and export from 2008 to 2011. Results showed that： while quantile regression estimation method is more robust; in study of relations between inflation and the volume of customs import and export, quantile regression model is more effective. |
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| Keywords: | Quantile Regression Local Linear Regression Inflation Volume of Customs Import and Export Robustness |
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