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A Regression Type Estimator with Two Auxiliary Variables for Two-Phase Sampling
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作者 Naqvi Hamad Muhammad Hanif Najeeb Haider 《Open Journal of Statistics》 2013年第2期74-78,共5页
This paper is an extension of Hanif, Hamad and Shahbaz estimator [1] for two-phase sampling. The aim of this paper is to develop a regression type estimator with two auxiliary variables for two-phase sampling when we ... This paper is an extension of Hanif, Hamad and Shahbaz estimator [1] for two-phase sampling. The aim of this paper is to develop a regression type estimator with two auxiliary variables for two-phase sampling when we don’t have any type of information about auxiliary variables at population level. To avoid multi-collinearity, it is assumed that both auxiliary variables have minimum correlation. Mean square error and bias of proposed estimator in two-phase sampling is derived. Mean square error of proposed estimator shows an improvement over other well known estimators under the same case. 展开更多
关键词 Mean SQUARE Error Precision TWO-PHASE sampling AUXILIARY Variable regression TYPE ESTIMATOR Simple Random sampling without REPLACEMENT
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Parametric estimation for the simple linear regression model under moving extremes ranked set sampling design
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作者 YAO Dong-sen CHEN Wang-xue LONG Chun-xian 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2021年第2期269-277,共9页
Cost effective sampling design is a major concern in some experiments especially when the measurement of the characteristic of interest is costly or painful or time consuming.Ranked set sampling(RSS)was first proposed... Cost effective sampling design is a major concern in some experiments especially when the measurement of the characteristic of interest is costly or painful or time consuming.Ranked set sampling(RSS)was first proposed by McIntyre[1952.A method for unbiased selective sampling,using ranked sets.Australian Journal of Agricultural Research 3,385-390]as an effective way to estimate the pasture mean.In the current paper,a modification of ranked set sampling called moving extremes ranked set sampling(MERSS)is considered for the best linear unbiased estimators(BLUEs)for the simple linear regression model.The BLUEs for this model under MERSS are derived.The BLUEs under MERSS are shown to be markedly more efficient for normal data when compared with the BLUEs under simple random sampling. 展开更多
关键词 simple linear regression model best linear unbiased estimator simple random sampling ranked set sampling moving extremes ranked set sampling
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Effect of Correlation Level on the Use of Auxiliary Variable in Double Sampling for Regression Estimation
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作者 Dawud Adebayo Agunbiade Peter I. Ogunyinka 《Open Journal of Statistics》 2013年第5期312-318,共7页
While an auxiliary information in double sampling increases the precision of an estimate and solves the problem of bias caused by non-response in sample survey, the question is that, does the level of correlation betw... While an auxiliary information in double sampling increases the precision of an estimate and solves the problem of bias caused by non-response in sample survey, the question is that, does the level of correlation between the auxiliary information x and the study variable y ease in the accomplishment of the objectives of using double sampling? In this research, investigation was conducted through empirical study to ascertain the importance of correlation level between the auxiliary variable and the study variable to maximally accomplish the importance of auxiliary variable(s) in double sampling. Based on the Statistics criteria employed, which are minimum variance, coefficient of variation and relative efficiency, it was established that the higher the correlation level between the study and auxiliary variable(s) is, the better the estimator is. 展开更多
关键词 CORRELATION LEVEL AUXILIARY VARIABLE regression ESTIMATOR Double sampling and RELATIVE Efficiency of ESTIMATOR
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Mixture Regression Estimators Using Multi-Auxiliary Variables and Attributes in Two-Phase Sampling
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作者 John John Kung’u Grace Chumba Leo Odongo 《Open Journal of Statistics》 2014年第5期355-366,共12页
In this paper, we have developed estimators of finite population mean using Mixture Regression estimators using multi-auxiliary variables and attributes in two-phase sampling and investigated its finite sample propert... In this paper, we have developed estimators of finite population mean using Mixture Regression estimators using multi-auxiliary variables and attributes in two-phase sampling and investigated its finite sample properties in full, partial and no information cases. An empirical study using natural data is given to compare the performance of the proposed estimators with the existing estimators that utilizes either auxiliary variables or attributes or both for finite population mean. The Mixture Regression estimators in full information case using multiple auxiliary variables and attributes are more efficient than mean per unit, Regression estimator using one auxiliary variable or attribute, Regression estimator using multiple auxiliary variable or attributes and Mixture Regression estimators in both partial and no information case in two-phase sampling. A Mixture Regression estimator in partial information case is more efficient than Mixture Regression estimators in no information case. 展开更多
关键词 regression ESTIMATOR MULTIPLE AUXILIARY VARIABLES MULTIPLE AUXILIARY Attributes TWO-PHASE sampling Bi-Serial Correlation Coefficient
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Local Polynomial Regression Estimator of the Finite Population Total under Stratified Random Sampling: A Model-Based Approach
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作者 Charles K. Syengo Sarah Pyeye +1 位作者 George O. Orwa Romanus O. Odhiambo 《Open Journal of Statistics》 2016年第6期1085-1097,共13页
In this paper, auxiliary information is used to determine an estimator of finite population total using nonparametric regression under stratified random sampling. To achieve this, a model-based approach is adopted by ... In this paper, auxiliary information is used to determine an estimator of finite population total using nonparametric regression under stratified random sampling. To achieve this, a model-based approach is adopted by making use of the local polynomial regression estimation to predict the nonsampled values of the survey variable y. The performance of the proposed estimator is investigated against some design-based and model-based regression estimators. The simulation experiments show that the resulting estimator exhibits good properties. Generally, good confidence intervals are seen for the nonparametric regression estimators, and use of the proposed estimator leads to relatively smaller values of RE compared to other estimators. 展开更多
关键词 Sample Surveys Stratified Random sampling Auxiliary Information Local Polynomial regression Model-Based Approach Nonparametric regression
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A Modified Regression Estimator for Single Phase Sampling in the Presence of Observational Errors
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作者 Nujayma M. A. Salim Christopher O. Onyango 《Open Journal of Statistics》 2022年第2期175-187,共13页
In this paper, a regression method of estimation has been used to derive the mean estimate of the survey variable using simple random sampling without replacement in the presence of observational errors. Two covariate... In this paper, a regression method of estimation has been used to derive the mean estimate of the survey variable using simple random sampling without replacement in the presence of observational errors. Two covariates were used and a case where the observational errors were in both the survey variable and the covariates was considered. The inclusion of observational errors was due to the fact that data collected through surveys are often not free from errors that occur during observation. These errors can occur due to over-reporting, under-reporting, memory failure by the respondents or use of imprecise tools of data collection. The expression of mean squared error (MSE) based on the obtained estimator has been derived to the first degree of approximation. The results of a simulation study show that the derived modified regression mean estimator under observational errors is more efficient than the mean per unit estimator and some other existing estimators. The proposed estimator can therefore be used in estimating a finite population mean, while considering observational errors that may occur during a study. 展开更多
关键词 ESTIMATE regression COVARIATES Single Phase sampling Observational Errors Mean Squared Error
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Mixture Regression-Cum-Ratio Estimator Using Multi-Auxiliary Variables and Attributes in Single-Phase Sampling
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作者 Teresio Mutembei John Kung’u Christopher Ouma 《Open Journal of Statistics》 2014年第5期367-376,共10页
In this paper, we have proposed a class of mixture regression-cum-ratio estimator for estimating population mean by using information on multiple auxiliary variables and attributes simultaneously in single-phase sampl... In this paper, we have proposed a class of mixture regression-cum-ratio estimator for estimating population mean by using information on multiple auxiliary variables and attributes simultaneously in single-phase sampling and analyzed the properties of the estimator. An empirical was carried out to compare the performance of the proposed estimator with the existing estimators of finite population mean using simulated population. It was found that the mixture regression-cum-ratio estimator was more efficient than ratio and regression estimators using one auxiliary variable and attribute, ratio and regression estimators using multiple auxiliary variables and attributes and regression-cum-ratio estimators using multiple auxiliary variables and attributes in single-phase sampling for finite population. 展开更多
关键词 regression-Cum-Ratio ESTIMATOR Multiple AUXILIARY VARIABLES and Attributes SINGLE-PHASE sampling
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噪声标签回归的泛化误差估计及过滤算法
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作者 姜高霞 李政莹 王文剑 《小型微型计算机系统》 北大核心 2025年第1期72-80,共9页
当回归数据中存在数值型标签噪声时,传统泛化误差估计方法不再适用,回归模型的泛化性能缺乏保障.本文提出一种面向标签噪声的回归模型泛化误差估计方法,并设计了自适应高斯核噪声估计与样本召回过滤(adaptive Gaussian kernel noise est... 当回归数据中存在数值型标签噪声时,传统泛化误差估计方法不再适用,回归模型的泛化性能缺乏保障.本文提出一种面向标签噪声的回归模型泛化误差估计方法,并设计了自适应高斯核噪声估计与样本召回过滤(adaptive Gaussian kernel noise estimator and sample recall filtering, AGKSRF)算法.在所提Craven-Wahba(CW)泛化误差估计的基础上,提出一种CW样本选择框架.基于最大后验估计思想和自适应近邻方法,提出标签噪声的自适应高斯核(adaptive Gaussian kernel, AGK)估计方法.结合所提框架,AGKSRF首先过滤大噪声样本,同时考虑到初次过滤时可能有部分干净样本被误删,AGKSRF根据模型在过滤样本上的误差对样本进行召回再过滤.标准数据集上的实验结果表明,AGKSRF降低模型误差的能力提升了6~51个百分点.AGKSRF还可以识别年龄估计数据上的错误标签.因此,AGKSRF算法可以有效提升数据质量. 展开更多
关键词 噪声标签回归 泛化误差估计 自适应高斯核估计 样本召回过滤
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用超小直径混凝土芯样评定混凝土强度可行性研究
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作者 刘梦溪 刘晓鹏 +1 位作者 王彦君 陈莉 《价值工程》 2025年第6期13-16,共4页
采用当地原材料制备混凝土,在现场制作混凝土板及试块,同条件养护到龄期28天,在混凝土板及试块上取芯,同时还在混凝土试块上进行超声回弹及抗压实验,取得了大量科研试验数据。项目重点研究了直径30.5mm、35mm和42mm混凝土小芯样抗压强... 采用当地原材料制备混凝土,在现场制作混凝土板及试块,同条件养护到龄期28天,在混凝土板及试块上取芯,同时还在混凝土试块上进行超声回弹及抗压实验,取得了大量科研试验数据。项目重点研究了直径30.5mm、35mm和42mm混凝土小芯样抗压强度与混凝土标准芯样及标准试块抗压强度之间的线性关系,通过回归分析并结合以前的研究成果,得出关于超小直径芯样抗压强度的结论,探索在工程中的应用,弥补用超小直径芯样评定结构混凝土强度的空白。 展开更多
关键词 钻芯法 标准芯样 混凝土 抗压强度 回归分析
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基于MIDAS模型的中国股市对居民消费的影响效应 被引量:7
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作者 陈强 龚玉婷 袁超文 《系统管理学报》 CSSCI CSCD 北大核心 2018年第6期1028-1035,共8页
根据混频数据抽样模型,实证研究了中国股市对居民消费的影响效应,深入讨论了牛市和熊市阶段股市收益和波动对居民消费的影响特征。已有研究都是使用同频数据,多数研究认为股市对居民消费的影响不显著或不稳定。而本文基于混频数据的分... 根据混频数据抽样模型,实证研究了中国股市对居民消费的影响效应,深入讨论了牛市和熊市阶段股市收益和波动对居民消费的影响特征。已有研究都是使用同频数据,多数研究认为股市对居民消费的影响不显著或不稳定。而本文基于混频数据的分析却得出不同的结论:不论是股市收益还是股市波动均对居民消费有着显著的影响效应。通常股市收益对居民消费有正的影响效应且影响持续时间长,而股市波动对居民消费有负的影响效应且持续性很短。股市收益在牛市阶段具有较大的影响;相反,股市波动在熊市阶段具有较大的影响。 展开更多
关键词 股票市场 居民消费 财富效应 混频数据模型
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哮喘与女性夜尿症的相关性:2005—2018年NHANES数据分析
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作者 杨春晓 杨林波 +2 位作者 刘明 文永安 李旭东 《现代泌尿外科杂志》 2025年第2期118-121,142,共5页
目的基于2005—2018年美国国家健康与营养检查调查(NHANES)数据库分析哮喘与女性夜尿症的关系,为女性夜尿症的防治提供参考。方法筛选2005—2018年NHANES数据库中年龄≥20岁且患有夜尿症或哮喘的女性受访者,排除同时患有糖尿病、脑卒中... 目的基于2005—2018年美国国家健康与营养检查调查(NHANES)数据库分析哮喘与女性夜尿症的关系,为女性夜尿症的防治提供参考。方法筛选2005—2018年NHANES数据库中年龄≥20岁且患有夜尿症或哮喘的女性受访者,排除同时患有糖尿病、脑卒中及阻塞性睡眠呼吸及暂停综合征的受访者。采用复杂抽样设计进行加权分析,通过单因素分析、倾向性评分匹配(PSM)及多因素逻辑回归模型评估哮喘与女性夜尿症的相关性。结果本研究共筛选了14718例受访者,其中1426例(9.7%)被诊断为哮喘,4664例(31.7%)被诊断为夜尿症。单因素分析显示,哮喘与夜尿症间存在相关性(χ^(2)=39.846,P<0.01),年龄、身体质量指数(BMI)、吸烟及种族与夜尿症间也存在相关性(P<0.01)。多因素逻辑回归分析显示,PSM匹配前年龄、BMI、吸烟、种族及哮喘与夜尿症的发生风险有相关性(P<0.05)。为消除混杂偏倚,通过PSM匹配后广义线性混合模型分析显示,哮喘患者发生夜尿症的风险依然较高(OR=1.540,95%CI:1.320~1.800,P<0.01)。结论哮喘与女性夜尿症具有相关性,可能是女性夜尿症的重要风险因素。 展开更多
关键词 哮喘 女性 夜尿症 美国国家健康与营养检查调查 逻辑回归 复杂抽样设计
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椎管狭窄与便秘关系的孟德尔随机化分析
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作者 郭立鹏 胡炎芝 +1 位作者 周明瀚 徐无忌 《中国现代医生》 2025年第6期45-49,共5页
目的 探讨椎管狭窄(spinal stenosis,SS)与便秘之间的全局、局部遗传相关性及双向因果关系。方法 利用来自欧洲人群的公开全基因组关联研究数据,采用全局和局部遗传相关性分析明确全局和局部遗传相关性,并进行双样本孟德尔随机化分析(tw... 目的 探讨椎管狭窄(spinal stenosis,SS)与便秘之间的全局、局部遗传相关性及双向因果关系。方法 利用来自欧洲人群的公开全基因组关联研究数据,采用全局和局部遗传相关性分析明确全局和局部遗传相关性,并进行双样本孟德尔随机化分析(two-sample Mendelian randomization,TSMR):使用逆方差加权法、MR-Egger回归法、加权中位数法及加权模式4种不同方法进行分析并评估结果;运用Cochra’sQ检验、留一法、MR-Egger截距测试、孟德尔随机多效性残差和异常值检验结果的稳定性和可靠性。结果 全局及局部基因遗传分析结果得出共71个区域存在至少一对性状具有局部遗传相关性。TSMR分析以SS为暴露,便秘为结局,基于逆方差加权法的结果提示二者有因果关系(OR=1.077,95%CI:1.034~1.122,P=0.000);Cochran’s Q检验、MR-Egge截距检测表明不存在异质性或多效性,通过孟德尔随机多效性残差和异常值分析进行验证表明本研究结果不存在异常值;利用留一法敏感度分析显示研究结果稳定。以便秘为暴露因素,SS为结果,未找到符合条件的工具变量。结论 SS与便秘之间存在显著的全局及局部遗传相关性,SS可能是便秘发生的危险因素。 展开更多
关键词 椎管狭窄 便秘 全局遗传相关性分析 局部遗传相关性分析 双样本孟德尔随机化分析
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供应链金融对企业运营绩效的影响研究:机理与实证
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作者 吴勇民 李沁琳 《工业技术经济》 北大核心 2025年第2期3-14,F0003,共13页
本文从企业专业化分工和全要素生产率两个视角,通过选取2014~2022中国资金密集型行业上市企业的样本数据,对供应链金融能否以及如何影响企业的运营绩效进行了机理分析与实证检验。结果表明:开展供应链金融业务能够显著提升企业自身的运... 本文从企业专业化分工和全要素生产率两个视角,通过选取2014~2022中国资金密集型行业上市企业的样本数据,对供应链金融能否以及如何影响企业的运营绩效进行了机理分析与实证检验。结果表明:开展供应链金融业务能够显著提升企业自身的运营绩效,并且,促进企业的专业化分工和提升全要素生产率是供应链金融助力企业运营绩效提升的两个重要途径。本文不仅从供应链金融的视角为企业运营绩效的影响因素提供了新的解释,也揭示了供应链金融助力企业运营绩效提升的机制与途径。 展开更多
关键词 供应链金融 企业运营绩效 企业专业化分工 全要素生产率 资金密集型行业 固定效应回归模型 替换变量法 缩短样本期法
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基于机器学习算法筛选刻画公司财务舞弊行为的特征指标
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作者 袁先智 周云鹏 +3 位作者 严诚幸 王一伊 何华 张启珑 《数智技术研究与应用》 2025年第1期28-38,共11页
旨在大数据框架下,探讨利用机器学习算法筛选出刻画公司财务舞弊与财务异常行为预警的特征指标及相关应用,即,我们首先筛选可描述公司财务舞弊与财务异常行为的相关关联特征指标,然后以这些指标为基础,进行关联特征选取并针对其预警或... 旨在大数据框架下,探讨利用机器学习算法筛选出刻画公司财务舞弊与财务异常行为预警的特征指标及相关应用,即,我们首先筛选可描述公司财务舞弊与财务异常行为的相关关联特征指标,然后以这些指标为基础,进行关联特征选取并针对其预警或解释能力进行甄别测试。具体来讲,通过刻画财务舞弊的特征指标和基于非结构化的公司治理结构的风险特征的提取,建立解读公司治理结构(特别是针对财务舞弊行为等方面)的风险预警体系需要的关联特征指标,并将这些指标应用于真实案例的测试分析。我们的案例分析表明,从财务到公司治理框架层面构建的针对财务舞弊行为和财务异常状态的特征指标刻画可以达到预测财务舞弊和预警的目的。文章的创新之处在于:基于公司舞弊三角原理,尝试采用大数据特征提取方法,能够构建刻画公司财务质量和公司治理结构的财务舞弊风险评估体系需要的关联特征因子指标;同时我们也期待支持该体系的特征指标可以对公司可能要发生的财务舞弊进行及时的预警,从而促使行业健康发展并避免欺诈等不良行为带来的潜在损失。 展开更多
关键词 公司治理 舞弊三角原理 财务舞弊 财务异常 SAS No.99 咖啡馆(CAFÉ)风险评估 特征指标 人工智能 机器学习 逻辑回归方法 吉布斯算法
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基于极端冲击的GARCH-MIDAS模型对股市波动率预测研究 被引量:2
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作者 张莉 王璐 +1 位作者 计玉 郝建阳 《武汉理工大学学报(信息与管理工程版)》 2021年第5期443-451,共9页
金融危机和政治事件等重大事件会对股市产生极端冲击,为探究极端冲击和非对称效应对股市波动率预测的影响,对GARCH-MIDAS模型进行改进并探究改进后的模型能否提高股票波动率的预测性能。以上证综指数据样本为例,运用滚动时间窗的样本外... 金融危机和政治事件等重大事件会对股市产生极端冲击,为探究极端冲击和非对称效应对股市波动率预测的影响,对GARCH-MIDAS模型进行改进并探究改进后的模型能否提高股票波动率的预测性能。以上证综指数据样本为例,运用滚动时间窗的样本外预测方法和MCS检验,探究同时包含极端冲击和非对称效应的GARCH-MIDAS模型的预测性能。样本内结果表明,我国股市存在明显的杠杆效应和极端冲击且负极端冲击的影响大于正极端冲击;样本外结果表明,在不同的损失函数条件下,MCS检验的结果显示在长期项和短期项中均考虑极端冲击和非对称效应的GARCH-MIDAS模型的预测性能更好。这说明在股票波动率预测模型中考虑极端冲击和非对称效应能够提高模型的预测精度。 展开更多
关键词 股市波动 极端冲击 GARCH-midas模型 非对称效应 样本外预测 MCS检验
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Cancer prognosis using support vector regression in imaging modality 被引量:1
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作者 Xian Du Sumeet Dua 《World Journal of Clinical Oncology》 CAS 2011年第1期44-49,共6页
The proposed techniques investigate the strength of support vector regression(SVR)in cancer prognosis using imaging features.Cancer image features were extracted from patients and recorded into censored data.To employ... The proposed techniques investigate the strength of support vector regression(SVR)in cancer prognosis using imaging features.Cancer image features were extracted from patients and recorded into censored data.To employ censored data for prognosis,SVR methods are needed to be adapted to uncertain targets.The effectiveness of two principle breast features,tumor size and lymph node status,was demonstrated by the combination of sampling and feature selection methods.In sampling,breast data were stratified according to tumor size and lymph node status.Three types of feature selection methods comprised of no selection,individual feature selection,and feature subset forward selection,were employed.The prognosis results were evaluated by comparative study using the following performance metrics:concordance index(CI)and Brier score(BS).Cox regression was employed to compare the results.The support vector regression method(SVCR)performs similarly to Cox regression in three feature selection methods and better than Cox regression in non-feature selection methods measured by CI and BS.Feature selection methods can improve the performance of Cox regression measured by CI.Among all cross validation results,stratified sampling of tumor size achieves the best regression results for both feature selection and non-feature selection methods.The SVCR regression results,perform better than Cox regression when the techniques are used with either CI or BS.The best CI value in the validation results is 0.6845.The best CI value corresponds to the best BS value 0.2065,which were obtained in the combination of SVCR,individual feature selection,and stratified sampling of the number of positive lymph nodes.In addition,we also observe that SVCR performs more consistently than Cox regression in all prognosis studies.The feature selection method does not have a significant impact on the metric values,especially on CI.We conclude that the combinational methods of SVCR,feature selection,and sampling can improve cancer prognosis,but more significant features may further enhance cancer prognosis accuracy. 展开更多
关键词 BREAST CANCER IMAGING CANCER PROGNOSIS sampling Support vector regression
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A LARGE SAMPLE ESTIMATE IN MEDIAN LINEAR REGRESSION MODEL Ⅰ: NONTRUNCATED CASE 被引量:1
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作者 陈希孺 《Acta Mathematica Scientia》 SCIE CSCD 1990年第4期412-421,共10页
This paper uses a grouping-adjusting procedure to the data from a median linear regression model, and estimtes the regression coefficients by the method of weighted least squares. This method simplifies computation an... This paper uses a grouping-adjusting procedure to the data from a median linear regression model, and estimtes the regression coefficients by the method of weighted least squares. This method simplifies computation and in the meantime, preserves the same asymptotic normal distribution for the estimator, as in the ordinary minimum L_1-norm estimates. 展开更多
关键词 A LARGE SAMPLE ESTIMATE IN MEDIAN LINEAR regression MODEL NONTRUNCATED CASE
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基于MIDAS-Expectile回归模型的加密货币风险测度
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作者 张志远 叶五一 《中国科学技术大学学报》 CAS CSCD 北大核心 2020年第6期860-872,共13页
风险测度EVaR(以Expectile模型为基础)作为QVaR(以分位数为基础)的替代技术,其计算更加简便,且能够更加准确地反映极端值的影响.为了充分综合利用不同频率数据所包含的信息,构建了MIDAS-Expectile回归模型,并基于非线性非对称最小二乘... 风险测度EVaR(以Expectile模型为基础)作为QVaR(以分位数为基础)的替代技术,其计算更加简便,且能够更加准确地反映极端值的影响.为了充分综合利用不同频率数据所包含的信息,构建了MIDAS-Expectile回归模型,并基于非线性非对称最小二乘方法得到参数及条件EVaR的估计,同时给出了估计的渐近正态性以及条件Expectile的coverage检验.此外,还从极大似然估计的角度给出了Expectile回归模型的似然函数及信息准则,以完成不同Expectile回归模型的比较与检验.为了对加密货币的金融风险进行研究,在实证部分,将MIDAS-Expectile回归模型应用于加密货币收益风险的度量,同时探讨了其他传统金融市场对这一新兴金融资产的风险传染现象.加密货币月度数据的风险实证结果表明其他金融市场的信号将对加密货币市场风险有显著的或正向或负向的影响,加密货币市场不是孤立于传统金融市场. 展开更多
关键词 midas-Expectile回归模型 EVAR 加密货币 非线性非对称最小二乘 极大似然
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ON A LARGE SAMPLE PROBLEM IN NONLINEAR REGRESSION
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作者 刘春玲 《Acta Mathematica Scientia》 SCIE CSCD 2006年第3期385-394,共10页
Assume that in the nonlinear regression model, independent variable sequence {xi, i ≥ 1} is a known constant-vector sequence. This article proposes a condition on {xi}, which can be tested and verified easily. The co... Assume that in the nonlinear regression model, independent variable sequence {xi, i ≥ 1} is a known constant-vector sequence. This article proposes a condition on {xi}, which can be tested and verified easily. The condition is essential for proving the consistency and asymptotic normality of the estimator. 展开更多
关键词 Nonlinear regression large sample theory w.p.l. EQUICONTINUOUS
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ASYMPTOTICS OF THE RESIDUALS DENSITY ESTIMATION IN NONPARAMETRIC REGRESSION UNDER m(n)-DEPENDENT SAMPLE
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作者 QIN GENGSHENG SHI SUNJUAN CHAI GENXIANG Department of Mathematics, Sichuan University Chengdu 610064 Department of Mathematics, Sichuan Educational College, Chengdu 610061 Department of Applied Mathematics, Tongji University Shanghai 200092. 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 1996年第1期59-76,共18页
Let Y_i=M(X_i)+ei, where M(x)=E(Y|X=x) is an unknown realfunction on B(? R), {(X_1,Y_i)} is a stationary and m(n)-dependent sample from(X, Y), the residuals {e_i} are independent of {X_i} and have unknown common densi... Let Y_i=M(X_i)+ei, where M(x)=E(Y|X=x) is an unknown realfunction on B(? R), {(X_1,Y_i)} is a stationary and m(n)-dependent sample from(X, Y), the residuals {e_i} are independent of {X_i} and have unknown common densityf(x). In [2] a nonparametric estimate f_n(x) for f(x) has been proposed on the basisof the residuals estimates. In this paper, we further obtain the asymptotic normalityand the law of the iterated logarithm of f_n(x) under some suitable conditions. Theseresults together with those in [2] bring the asymptotic theory for the residuals densityestimate in nonparametric regression under m(n)-dependent sample to completion. 展开更多
关键词 Nonparametric regression RESIDUALS asymptotic normality iterated logarithm m(n)-dependent sample
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