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通过估计方程进行稳健估计

Robust Estimation Through Estimating Equations

Biometrika · 1984
被引 2
ABS 4

中文导读

利用估计方程理论,定义了参数定义函数和有效参数,并提供了从一组稳健参数中选择最有效或最易估计的参数的方法。

Abstract

Utilizing the theory of estimating equations (Godambe, 1960; Godambe & Thompson, 1978), this paper develops concepts of parameter defining function and effective parameter. The paper provides theory and techniques for choosing from a given set of robust parameters one that is most effective, or one that can most efficiently be estimated.

数学统计学计量经济学应用数学