跳到主要內容

臺灣博碩士論文加值系統

(3.87.33.97) 您好!臺灣時間:2022/01/27 17:26
字體大小: 字級放大   字級縮小   預設字形  
回查詢結果 :::

詳目顯示

: 
twitterline
研究生:林旻靜
研究生(外文):MingChingLin
論文名稱:聯立方程模型的Mallow兩階段截斷平均數
論文名稱(外文):Mallow's Type Two-Stage Trimmed Means for Simultaneous Equations Model
指導教授:陳鄰安陳鄰安引用關係
指導教授(外文):LinAnChen
學位類別:碩士
校院名稱:國立交通大學
系所名稱:統計所
學門:數學及統計學門
學類:統計學類
論文種類:學術論文
論文出版年:2002
畢業學年度:90
語文別:英文
論文頁數:18
中文關鍵詞:聯立方程式模型截斷平均數
外文關鍵詞:Simulations equations modeltrimmed mean
相關次數:
  • 被引用被引用:0
  • 點閱點閱:152
  • 評分評分:
  • 下載下載:14
  • 收藏至我的研究室書目清單書目收藏:0
我們導出了聯立方程式模型的Mallow兩階段Koenker-Bassett及Welsh的截斷平均數。我們推導出它們的大樣本性質,以及運算蒙地卡羅(Monte Carlo)式的模擬,藉此我們可以看出在Mallow型式之下的估計方法,所得估計量的效益度情形如何;最後,我們對兩個真實的資料加以分析。

We introduce the Mallow's type two-stage Koenker and Bassett (1978) trimmed mean and Welsh (1987) trimmed mean for the simultaneous equations model. Their large sample theories are provided and Monte Carlo studies are performed. Moreover, two real data analysis are also provided.

1.Introduction
2.Mallow's type two-stage K-B trimmed mean:Theory
3.Mallow's type two-stage K-B trimmed mean:Monte Carlo study
4.Mallow's type two-stage Welsh's trimmed mean: Theory
5.Monte Carlo study of Mallow's type two-stage Welsh trimmed mean and data analysis
6.Appendix
References

1.Anderson, T. W. and Rubin, H. (1949), Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations, Annals of Mathematical Statistics, 20, 46-63.
2.Amemyia, T. (1982), Two Stage Least Deviations Estimators, Econometrica 50, 689-711.
3.Chen, L.-A. and Portnoy, S. (1996), Regression Quantiles and
Trimmed Least Squares Estimators for Structural Equations Models, Communication in Statistics, 25, 1005-1032.
4.Chen, L.-A., Thompson, P. and Chuang, H.-C. (2000), Mallow's
type bounded influence regression quantile for linear regression
model and simultaneous equations model, Sankhya, 62, 217-232.
5.De Jongh, P. J. and De Wet, T. (1985), Trimmed Mean and Bounded Influence Estimators for the Parameters of the AR(1) Process, Communications in Statistics - Theory and Method, 14, 1361-1357.
6.De Jongh, P. J., De Wet, T. and Welsh, A. H.(1988), Mallow's-Type Bounded-Influence-Regression Trimmed Means,Journal of the American Statistical Association, 83, 805-810.
7.Denby, L. and Larsen (1997), Robust regression estimators compared via Monte Carlo ,it Communications in Statistics — Theory and Methods,6, 335-362.
8.Giltinan, D. M., Carroll, R. J., and Ruppert, D.(1986),Some new estimation methods for weighted regression when there are possible outliers, Technometrics, 28, 219-230.
9.Jureckova,J. (1984), Regression Quantiles and Trimmed Least Squares Estimator Under General Design,Kybernetika , 20, 345-357.
10.Jureckova, J. and Sen, P. K. (1987), An extension of billingsley’s uniform boundedness theorem to higher dimensional M-processes,Kybernetica,23, 382-387.
11.Koenker, R. W. and Bassett, G. W. (1978), Regression Quantiles,Econometrica} 46, 33-50.
12. W. S. (1985), Two Stage Bounded-Influence Estimators for Simultaneous Equations Models, Journal of Business and Economic Statistics,4,432-444.
13. W. S. and Welsch, R. E. (1982), Efficient Bounded Influence Regression Estimation, Journal
of the American Statistical Association,77, 595-604.
14.Maddala, G. S. (1988), Introduction to Econometrics,Macmillan Publishing Co., New York.
15.Powell, J. L. (1983), The Asymptotic Normality of Two-Stage Least Absolute Deviations
Estimators, Econometica} 51, 1569-1576.
16.Ruppert, D. and Carroll, R. J. (1980), Trimmed Least Squares Estimation in the Linear
Model, Journal of American Statistical Association , 75, 828-838.
17.Theil, H. (1971). Principles of econometrics, Wiley, New York.
18.Welsh, A. H. (1987). The trimmed mean in the linear model. Annals of Statistics,15, 20-36.
19.Willian C. Merrill and Karl A. Fox,Introduction to Economic Statistics, New York Wiley,1971,p.539.

QRCODE
 
 
 
 
 
                                                                                                                                                                                                                                                                                                                                                                                                               
第一頁 上一頁 下一頁 最後一頁 top
無相關論文