首页> 外文期刊>Communications in Statistics >Robust bootstrap estimates in heteroscedastic semi-varying coefficient models and applications in analyzing Australia CPI data
【24h】

Robust bootstrap estimates in heteroscedastic semi-varying coefficient models and applications in analyzing Australia CPI data

机译:异方差半变量系数模型中的稳健引导估计及其在分析澳大利亚CPI数据中的应用

获取原文
获取原文并翻译 | 示例

摘要

This article deals with the estimation of the parametric component, which is of primary interest, in the heteroscedastic semi-varying coefficient models. Based on the bootstrap technique, we present a procedure for estimating the parameters, which can provide a reliable approximation to the asymptotic distribution of the profile least-square (PLS) estimator. Furthermore, a bootstrap-type estimator of covariance matrix is developed, which is proved to be a consistent estimator of the covariance matrix. Moreover, some simulation experiments are conducted to evaluate the finite sample performance for the proposed methodology. Finally, the Australia CPI dataset is analyzed to demonstrate the application of the methods.
机译:本文讨论了异方差半变量系数模型中最重要的参数成分的估计。基于自举技术,我们提出了一种估计参数的程序,该程序可以为轮廓最小二乘(PLS)估计器的渐近分布提供可靠的近似值。此外,开发了协方差矩阵的自举型估计量,证明了它是协方差矩阵的一致估计量。此外,进行了一些模拟实验以评估所提出方法的有限样本性能。最后,对澳大利亚CPI数据集进行了分析,以证明该方法的应用。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号