多项式函数关系模型中的一致估计量

On the Polynomial Functional Relationship

Journal of the Royal Statistical Society. Series B: Statistical Methodology · 1985
被引 20
ABS 4

中文导读

提出在误差协方差矩阵已知或已知至比例因子时,多项式函数关系模型中系数的一致估计方法;针对二次函数关系,给出误差非正态时的一致估计量及大样本检验。

Abstract

SUMMARY A method for obtaining consistent estimators of the coefficients in a polynomial functional relationship model with normal errors is proposed when the error covariance matrix is either completely known or known up to a proportionality factor. For quadratic functional relationships with possibly non-normal errors, we present a consistent estimator when the error covariance matrix is known. A large sample test of the quadratic against the linear functional relationship is also suggested in this case.

计量经济学统计学数学建模