在非参数回归中测试参数假设的方法,使用富里埃数列方法
Mustain Ramli1, I Nyoman Budiantara1, Vita Ratnasari1
1Department of Statistics, Faculty of Science and Data Analytics, Institut Teknologi Sepuluh Nopember, Kampus ITS-Sukolilo, Surabaya 60111, Indonesia.
MethodsX
|November 15, 2023
概括
本研究介绍了使用福里埃数列进行非参数回归的参数假设测试. 概率比率测试 (LRT) 方法证实了印度尼西亚银行对ROA数据的显著参数影响.
科学领域:
- 统计 统计 统计 统计
- 计量经济学 计量经济学
- 金融建模金融建模
背景情况:
- 用富里埃数列建立非参数回归来进行参数估计.
- 现有的研究缺乏这个模型中的参数假设测试.
- 参数假设测试对于评估参数显著性至关重要.
研究的目的:
- 开发和应用参数假设测试用于非参数回归使用福里埃数列.
- 为了确定福里埃数列非参数回归模型中估计参数的意义.
- 在假设测试中使用概率比率测试 (LRT) 方法.
主要方法:
- 用概率比率测试 (LRT) 方法进行假设测试.
- 富里埃数列函数被视为一个非平滑的函数.
- 统计测试形式,分布和排斥区域是使用LRT.
主要成果:
- 通过LRT推导的统计测试遵循一个特定的分布.
- 适用于2020年47家印度尼西亚银行的ROA数据.
- 估计的参数对ROA模型产生了重大影响.
结论:
- 该LRT方法提供了一个有效的方法,用于参数假设测试在富里埃数列非参数回归.
- 该研究成功地确定了影响银行ROA的重要参数.
- 这项研究填补了这个特定的统计模型的假设测试的空白.
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