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Author:

薛留根 (薛留根.) (Scholars:薛留根) | 廖靖宇 (廖靖宇.)

Indexed by:

PKU CSCD

Abstract:

考虑一类回归模型,在右删失数据下构造了参数的最小二乘估计和加权最小二乘估计,证明了估计量具有渐近正态性。模拟结果表明加权最小二乘估计比最小二乘估计有优良的性质。

Keyword:

渐近正态性 参数估计 删失数据 回归模型

Author Community:

  • [ 1 ] 北京工业大学应用数理学院
  • [ 2 ] 许昌学院数学系 北京 100022
  • [ 3 ] 许昌 461000

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Source :

工程数学学报

Year: 2005

Issue: 04

Page: 712-718

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 10

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