共查询到20条相似文献,搜索用时 62 毫秒
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针对含固定效应的面板数据,讨论一般化的无条件分位数回归建模问题。基于两个矩条件,得到面板数据无条件分位数回归的点估计,并通过Bootstrap重抽样技术进一步给出置信区间估计办法。其次,通过计算机蒙特卡洛模拟,详细比较无条件分位数回归估计与条件分位数回归估计的效果。研究结果表明,在数据量、误差项分布、估计参数真实值的不同情况下,UQR的估计偏差和均方根误差都很小,UQR是含固定效应面板数据的有效估计办法。当样本量增加或者估计参数真实值数量级增大的情况下,UQR估计会更有效。UQR估计在0.5分位点的估计效果最佳,低分位点的估计效果优于高分位点的估计效果。最后,根据各省市的消费收入数据进行了实证研究,发现UQR能更好地解释实际的消费情况。 相似文献
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本文将工具变量分位数回归模型(IVQR)应用到面板数据中,结合Canay对面板分位数回归的两步估计法以及Chernozhukov对IVQR模型的估计方法,提出了两步面板分位数工具变量估计法(2S-IVFEQR),并给出相应的参数估计。本文提出的方法较已有的方法计算复杂度低,蒙特卡洛模拟结果显示在数据量不大或者处理长面板数据时,2S-IVFEQR方法要优于传统的IVFEQR方法,且运算时间短。 相似文献
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在介绍分位数回归方法的基础上,讨论了分位数回归模型在研究影响大学生成绩变化因素方面的应用,与最小二乘回归模型对比,分位数回归能有效地描述数据尾端的分布情况. 相似文献
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Kunyang Wang Feng Dai 《分析论及其应用》2007,23(1):50-63
As early as in 1990, Professor Sun Yongsheng, suggested his students at Beijing Normal University to consider research problems on the unit sphere. Under his guidance and encouragement his students started the research on spherical harmonic analysis and approximation. In this paper, we incompletely introduce the main achievements in this area obtained by our group and relative researchers during recent 5 years (2001-2005). The main topics are: convergence of Cesaro summability, a.e. and strong summability of Fourier-Laplace series; smoothness and K-functionals; Kolmogorov and linear widths. 相似文献
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H. H. Cuenya M.D. Lorenzo C. N. Rodriguez 《分析论及其应用》2007,23(2):162-170
In this paper we study best local quasi-rational approximation and best local approximation from finite dimensional subspaces of vectorial functions of several variables. Our approach extends and unifies several problems concerning best local multi-point approximation in different norms. 相似文献
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Yuxian Zheng 《分析论及其应用》2006,22(2):136-140
In this paper, we study the commutators generalized by multipliers and a BMO function. Under some assumptions, we establish its boundedness properties from certain atomic Hardy space Hb^p(R^n) into the Lebesgue space L^p with p 〈 1. 相似文献
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《计算数学》2014,(2)
<正>August 10-14,2015Beijing,ChinaThe International Congress on Industrial and Applied Mathematics(ICIAM)is the premier international congress in the field of applied mathematics held every four years under the auspices of the International Council for Industrial and Applied Mathematics.From August 10 to 14,2015,mathematicians,scientists 相似文献
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《中国科学 数学(英文版)》2014,(8)
<正>May 26,2014,Beijing Science is a human enterprise in the pursuit of knowledge.The scientific revolution that occurred in the 17th Century initiated the advances of modern science.The scientific knowledge system created by 相似文献
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W.M.Shah A.Liman 《分析论及其应用》2004,20(1):16-27
Let P(z)=∑↓j=0↑n ajx^j be a polynomial of degree n. In this paper we prove a more general result which interalia improves upon the bounds of a class of polynomials. We also prove a result which includes some extensions and generalizations of Enestrǒm-Kakeya theorem. 相似文献
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In this paper, the authors study the boundedness of the operator [μΩ, b], the commutator generated by a function b ∈ Lipβ(Rn)(0 <β≤ 1) and the Marcinkiewicz integrals μΩ, on the classical Hardy spaces and the Herz-type Hardy spaces in the case Ω∈ Lipα(Sn-1)(0 <α≤ 1). 相似文献
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A.Al-Shuaibi F.Al-Rawjih 《分析论及其应用》2004,20(1):28-34
Given the Laplace transform F(s) of a function f(t), we develop a new algorithm to find an approximation to f(t) by the use of the classical Jacobi polynomials. The main contribution of our work is the development of a new and very effective method to determine the coefficients in the finite series expansion that approximation f(t) in terms of Jacobi polynomials. Some numerical examples are illustrated. 相似文献
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Francois Chaplais 《分析论及其应用》2006,22(4):301-318
In applications it is useful to compute the local average empirical statistics on u. A very simple relation exists when of a function f(u) of an input u from the local averages are given by a Haar approximation. The question is to know if it holds for higher order approximation methods. To do so, it is necessary to use approximate product operators defined over linear approximation spaces. These products are characterized by a Strang and Fix like condition. An explicit construction of these product operators is exhibited for piecewise polynomial functions, using Hermite interpolation. The averaging relation which holds for the Haar approximation is then recovered when the product is defined by a two point Hermite interpolation. 相似文献