| 删失回归模型中基于LAD的线性假设检验研究 |
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| 引用本文： | 崔文泉.删失回归模型中基于LAD的线性假设检验研究[J].中国科学技术大学学报,2004,34(5):511-523. |
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| 作者姓名： | 崔文泉 |
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| 作者单位： | 中国科学技术大学统计与金融系,安徽,合肥,230026 |
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| 基金项目： | SupportedbytheNationalNaturalScienceFoundationofChina(10 1710 94 ) ,Ph .D .ProgramFoundationofMin istryofEducationofChinaandSpecialFoundationsoftheChineseAcademyofSciencesandUSTC . |
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| 摘 要： | 在ZhaoLC .Linearhypothesistestingincensoredregressionmodels基础上讨论了删失回归模型的线性假设检验问题 ,在局部备择假设成立时 ,给出了基于最小绝对偏差所构造的检验统计量的渐近分布 ,并对检验统计量的表现进行了统计模拟
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| 关 键 词： | 局部备择假设 线性假设检验 删失回归模型 渐近分布 |
LAD-based Tests for Linear Hypothesis in Censored Regression Models |
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| Abstract.LAD-based Tests for Linear Hypothesis in Censored Regression Models[J].Journal of University of Science and Technology of China,2004,34(5):511-523. |
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| Authors: | Abstract |
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| Abstract: | Zhao(Linear hypothesis testing in censored regression models.Statistica Sinica, 2004, 1: 333-347) proposed some test statistics for testing linear hypothesis in a censored regression (or censored "Tobit") model and established the asymptotic distributions of these tests under the null hypothesis. Asymptotic distributions of the test statistics are established under local alternative hypothesis. Simulations are carried out to study the finite-sample behaviors of these tests. |
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| Keywords: | local alternative hypothesis linear hypothesis testing censored regression model asymptotical distribution |
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