Rao and Zhao (1992) used random weighting method to derive the approximate distribution of the M-estimator in linear regression model.In this paper we extend the result to the censored regression model (or censored “...Rao and Zhao (1992) used random weighting method to derive the approximate distribution of the M-estimator in linear regression model.In this paper we extend the result to the censored regression model (or censored “Tobit” model).展开更多
The paper gives a new approach to statistical simulation and resampling by the use of numbertheoretic methods and representative points. Resempling techniques take samples from an approximate population. The bootstrap...The paper gives a new approach to statistical simulation and resampling by the use of numbertheoretic methods and representative points. Resempling techniques take samples from an approximate population. The bootstrap suggests to use a random sample to form an approximate population. We propose to construct some approximate population distribution by the use of two kinds of representative points, and samples are taken from these approximate distributions. The statistical inference is based on those samples. The statistical inference in this paper involves estimation of mean, variance, skewness, kurtosis, quantile and density of the population distribution. Our results show that the new method can significantly improve the results by the use of Monte Carlo methods.展开更多
设随机变量W_1,W_2,…,W_k(k≥2)相互独立,W_i～X^2(r_i),i=1,2,…,k,给定常数a_1,a_2,…,a_k(>0),本文讨论独立X^2变量正线性组合sum from i=1 to k (a_iW_i)的近似分布,本文选用cX^2(d)+e的形式作为其近似分布,并通过模拟计算检验...设随机变量W_1,W_2,…,W_k(k≥2)相互独立,W_i～X^2(r_i),i=1,2,…,k,给定常数a_1,a_2,…,a_k(>0),本文讨论独立X^2变量正线性组合sum from i=1 to k (a_iW_i)的近似分布,本文选用cX^2(d)+e的形式作为其近似分布,并通过模拟计算检验效果。展开更多
基金This research is partially supported by National Natural Science Foundation of China(Grant No. 10171094) Ph. D. Program Foundation of the Ministry of Education of China Special Foundations of the Chinese Academy of Sciences and USTC.
文摘Rao and Zhao (1992) used random weighting method to derive the approximate distribution of the M-estimator in linear regression model.In this paper we extend the result to the censored regression model (or censored “Tobit” model).
基金supported by the Special Research Foundation from the Chinese Academyof Sciencesthe Beijing Normal University-Hong Kong Baptist University United International College Research(Grant No.R201409)National Natural Science Foundation of China(Grant No.11261016)
文摘The paper gives a new approach to statistical simulation and resampling by the use of numbertheoretic methods and representative points. Resempling techniques take samples from an approximate population. The bootstrap suggests to use a random sample to form an approximate population. We propose to construct some approximate population distribution by the use of two kinds of representative points, and samples are taken from these approximate distributions. The statistical inference is based on those samples. The statistical inference in this paper involves estimation of mean, variance, skewness, kurtosis, quantile and density of the population distribution. Our results show that the new method can significantly improve the results by the use of Monte Carlo methods.
文摘设随机变量W_1,W_2,…,W_k(k≥2)相互独立,W_i～X^2(r_i),i=1,2,…,k,给定常数a_1,a_2,…,a_k(>0),本文讨论独立X^2变量正线性组合sum from i=1 to k (a_iW_i)的近似分布,本文选用cX^2(d)+e的形式作为其近似分布,并通过模拟计算检验效果。
