估计相关离散随机变量的一般方法

A GENERAL METHOD TO ESTIMATE CORRELATED DISCRETE RANDOM VARIABLES

Econometric Theory · 1999
被引 68
人大 A-ABS 4

中文导读

提出一种估计相关离散随机变量的方法,这些变量的单变量分布函数已知但参数未知,并用荷兰休闲数据做了实证分析。

Abstract

In this paper a method is presented to estimate correlated discrete random variables with known univariate distribution functions up to some parameters. We also present an empirical illustration on Dutch recreational data.

相关离散随机变量联合分布估计参数估计