强大的Z-估计器用于半参数时刻条件模型
Aida Toma1,2
1Department of Applied Mathematics, Bucharest University of Economic Studies, 010374 Bucharest, Romania.
Entropy (Basel, Switzerland)
|July 29, 2023
概括
本研究引入了强大的Z估计器,作为时刻条件模型中最小实证分歧估计器的替代方案. 这些新的强大的Z估计器展示了一致性和非对称的正常性,提供了更好的统计可靠性.
科学领域:
- 计量经济学 计量经济学 计量经济学
- 统计推理 统计推理
背景情况:
- 最小的经验分歧估计器被广泛用于时刻条件模型.
- 在某些数据条件下,现有的估计器可能缺乏可靠性.
研究的目的:
- 介绍了一个新型的强大的Z估计器类.
- 为最小实证差异估计器提供可靠的替代方案.
- 分析新估计器的非对称属性和稳定性.
主要方法:
- 利用多维的休伯函数来定义强大的估计器.
- 利用了分歧和影响功能的双重形式.
- 开发了基于双形式的强大估计器的Z估计器.
主要成果:
- 对于拟议的Z估计器,已建立一致性和异常正常性.
- 导出了对新估计器的影响函数.
- 证明了Z估计器的增强强性.
结论:
- 提出的强大的Z估计器为时刻条件模型提供了可靠的替代方案.
- 这些估计器保持了可取的非对称性特性,同时提高了强度.
- 这些发现有助于在计量经济学中进行可靠的统计推断.
相关概念视频
Noncompartmental Analysis: Statistical Moment Theory
138
Noncompartmental analyses leverage statistical moment theory to examine time-related changes in macroscopic events, encapsulating the collective outcomes stemming from the constituent elements in play. Statistical moment theory is a mathematical approach used to describe the time course of drug concentration in the body without assuming a specific compartmental model. SMT provides insights into drug absorption, distribution, metabolism, and elimination by treating drug concentration versus time...
138
Distributions to Estimate Population Parameter
4.1K
The accurate values of population parameters such as population proportion, population mean, and population standard deviation (or variance) are usually unknown. These are fixed values that can only be estimated from the data collected from the samples. The estimates of each of these parameters are sample proportion, the sample mean, and sample standard deviation (or variance). To obtain the values of these sample statistics, data are required that have particular distribution and central...
4.1K
Choosing Between z and t Distribution
2.8K
The z and the Student t distribution estimate the population mean using the sample mean and standard deviation. However, to decide which distribution to use for a calculation, one needs to determine the sample size, the nature of the distribution, and whether the population standard deviation is known. If the population standard deviation is known and the population is normally distributed, or if the sample size is greater than 30, the z distribution is preferred. The Student t distribution is...
2.8K
Estimating Population Mean with Unknown Standard Deviation
8.1K
In practice, we rarely know the population standard deviation. In the past, when the sample size was large, this did not present a problem to statisticians. They used the sample standard deviation s as an estimate for σ and proceeded as before to calculate a confidence interval with close enough results. However, statisticians ran into problems when the sample size was small. A small sample size caused inaccuracies in the confidence interval.
William S. Gosset (1876–1937) of the...
William S. Gosset (1876–1937) of the...
8.1K
Confidence Interval for Estimating Population Mean
7.6K
A point estimate of the population mean is obtained from a single sample. Such a point estimate does not represent a population well because it needs to account for variability in the population. Single point estimate can also be biased despite the sample being selected randomly. Thus, a point estimate is often unreliable. A confidence interval is needed to reduce this unreliability.
A confidence interval for the mean is a range of values that provides an estimate of the population mean. As the...
A confidence interval for the mean is a range of values that provides an estimate of the population mean. As the...
7.6K
Parametric Survival Analysis: Weibull and Exponential Methods
476
Parametric survival analysis models survival data by assuming a specific probability distribution for the time until an event occurs. The Weibull and exponential distributions are two of the most commonly used methods in this context, due to their versatility and relatively straightforward application.
Weibull Distribution
The Weibull distribution is a flexible model used in parametric survival analysis. It can handle both increasing and decreasing hazard rates, depending on its shape parameter...
Weibull Distribution
The Weibull distribution is a flexible model used in parametric survival analysis. It can handle both increasing and decreasing hazard rates, depending on its shape parameter...
476


