• Complex
  • Title
  • Keyword
  • Abstract
  • Scholars
  • Journal
  • ISSN
  • Conference
搜索

Author:

李万斌 (李万斌.) | 薛留根 (薛留根.) (Scholars:薛留根)

Indexed by:

CQVIP PKU CSSCI

Abstract:

本文考虑了纵向数据下变系数混合效应模型的一种有效的压缩估计.结合考虑纵向数据的组内相关性,本文提出的统一正则估计方法可以同时选择和估计系数函数的参数效应分量和非参数效应的函数分量.本文还建立了估计量的渐近理论性质,且在Monte Carlo模拟和实际数据分析进行了充分的验证.

Keyword:

变系数混合效应模型 半参有效 统一的压缩估计 纵向数据

Author Community:

  • [ 1 ] [李万斌]北京工业大学
  • [ 2 ] [薛留根]北京工业大学

Reprint Author's Address:

Email:

Show more details

Related Keywords:

Related Article:

Source :

数理统计与管理

ISSN: 1002-1566

Year: 2014

Issue: 3

Volume: 33

Page: 423-433

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count: 3

Chinese Cited Count:

30 Days PV: 7

Affiliated Colleges:

Online/Total:611/10616426
Address:BJUT Library(100 Pingleyuan,Chaoyang District,Beijing 100124, China Post Code:100124) Contact Us:010-67392185
Copyright:BJUT Library Technical Support:Beijing Aegean Software Co., Ltd.