| 关于截断中值回归模型的经验似然推断 |
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| 引用本文： | 刘伟,任允文.关于截断中值回归模型的经验似然推断[J].应用数学,2005,18(3):489-496. |
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| 作者姓名： | 刘伟 任允文 |
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| 作者单位： | 1. 华东师范大学统计系,上海,200062
2. 山东理工大学数学与信息科学学院,山东,淄博,255049 |
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| 基金项目： | Supported by Doctoral Program Fundation of the Ministry of Education of China (No.20020269015) and N. S. F. C (No. 10371074) ,Shandong University of Technology (No. 2004KJM31) |
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| 摘 要： | 本文采用了Gengsheng和Min(2003)提出的经验似然方法,基于一个新的方程对中值回归模型的参数进行统计推断,数值模拟的结果表明,本文所得到的参数估计结果比Gengsheng和Min(2003)的模拟结果更精确.
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| 关 键 词： | 经验似然 中值回归 渐近正态 分位数回归 截断数据 计数过程 估计方程 |
| 文章编号： | 1001-9847(2005)03-0489-08 |
| 修稿时间： | 2004年10月13 |
Empirical Likelihood Inference for Censored Median Regression Model |
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| LIU Wei,REN Yun-wen.Empirical Likelihood Inference for Censored Median Regression Model[J].Mathematica Applicata,2005,18(3):489-496. |
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| Authors: | LIU Wei REN Yun-wen |
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| Abstract: | In this article,we adopt the Gengsheng and Min's methods and make inference based on a different equation which was proposed by Bang and Tsiatis (2002).The numerical results from a simulation study suggest that our results are even better than the Gengsheng and Min's (2003). |
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| Keywords: | Empirical likelihood Median regression Normal approximation Quantile regression Censored data Counting process Estimating equation |
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