標題: 聯立方程模型的Mallow兩階段截斷平均數
Mallow's Type Two-Stage Trimmed Means for Simultaneous Equations Model
作者: 林旻靜
MingChingLin
陳鄰安
LinAnChen
統計學研究所
關鍵字: 聯立方程式模型;截斷平均數;Simulations equations model;trimmed mean
公開日期: 2001
摘要: 我們導出了聯立方程式模型的Mallow兩階段Koenker-Bassett及Welsh的截斷平均數。我們推導出它們的大樣本性質,以及運算蒙地卡羅(Monte Carlo)式的模擬,藉此我們可以看出在Mallow型式之下的估計方法,所得估計量的效益度情形如何;最後,我們對兩個真實的資料加以分析。
We introduce the Mallow's type two-stage Koenker and Bassett (1978) trimmed mean and Welsh (1987) trimmed mean for the simultaneous equations model. Their large sample theories are provided and Monte Carlo studies are performed. Moreover, two real data analysis are also provided.
URI: http://140.113.39.130/cdrfb3/record/nctu/#NT900337008
http://hdl.handle.net/11536/68388
顯示於類別:畢業論文