排序方式: 共有6条查询结果,搜索用时 15 毫秒
1
1.
ASYMPTOTIC NORMALITY OF PARAMETERSESTIMATION IN EV MODEL WITH REPLICATEDOBSERVATIONS 总被引:2,自引:0,他引:2
1 IntroductionFOrnully the EV (Errors-ill-Vaiables) nrodel is just tlie regressiOli medel with both depen-dent aud iudependeut variables arc subject to error (see, fOr exan1ple, [21~[71 alid tlie literaturecited tl1ere). Collsiderillg tliat iu mauy practical aPplications, taking replicated observationspresellts lio esseutial dimculties. heuce can offer a couveuiellt choice in avoidillg artilicia1 as-sunWtions about tlie nlodel. This case was studied ill essay [11, in which estinators of a … 相似文献
2.
Jun-ling Ma Ke-fa Wu 《应用数学学报(英文版)》2006,22(1):33-42
A kind of partially linear errors-in-variables models with replicated net points of observation are studied in this paper. Estimators of unknown parameters are given. Under certain regular conditions, it is shown that the estimators of the unknown parameters are strongly consistent and their a.s. convergence rates are achieved. 相似文献
3.
Arturo A. Z. Zavala Heleno Bolfarine Mário de Castro 《Annals of the Institute of Statistical Mathematics》2007,59(3):515-530
The paper concentrates on consistent estimation and testing in functional polynomial measurement errors models with known
heterogeneous variances. We rest on the corrected score methodology which allows the derivation of consistent and asymptotically
normal estimators for line parameters and also consistent estimators for the asymptotic covariance matrix. Hence, Wald and
score type statistics can be proposed for testing the hypothesis of a reduced linear relationship, for example, with asymptotic
chi-square distribution which guarantees correct asymptotic significance levels. Results of small scale simulation studies
are reported to illustrate the agreement between theoretical and empirical distributions of the test statistics studied. An
application to a real data set is also presented. 相似文献
4.
This paper deals with maximum likelihood estimation of linear or nonlinear functional relationships assuming that replicated observations have been made on p variables at n points. The joint distribution of the pn errors is assumed to be multivariate normal. Existing results are extended in two ways: first, from known to unknown error covariance matrix; second, from the two variate to the multivariate case.For the linear relationship it is shown that the maximum likelihood point estimates are those obtained by the method of generalized least squares. The present method, however, has the advantage of supplying estimates of the asymptotic covariances of the structural parameter estimates. 相似文献
5.
给出了在一些实验点重复观测时二次EV模型参数的估计,在一般条件下证明了估计是强相合的。 相似文献
6.
This paper is concerned with the three-parameter Weibull distribution which is widely used as a model in reliability and lifetime studies. In practice, the Weibull model parameters are not known in advance and must be estimated from a random sample. Difficulties in applying the method of maximum likelihood to three-parameter Weibull models have led to a variety of alternative approaches in the literature. In this paper we consider the nonlinear weighted errors-in-variables (EIV) fitting approach. As a main result, two theorems on the existence of the EIV estimate are obtained. An illustrative example is also included. 相似文献
1