| Uniformly robust tests in errors-in-variables models | |
|---|---|
| 學年 | 97 |
| 學期 | 1 |
| 出版（發表）日期 | 2009-01-31 |
| 作品名稱 | Uniformly robust tests in errors-in-variables models |
| 作品名稱（其他語言） | |
| 著者 | Wang, Yi-hua |
| 單位 | 淡江大學數學學系; 淡江大學統計學系 |
| 出版者 | Heidelberg: Springer |
| 著錄名稱、卷期、頁數 | Annals of the Institute of Statistical Mathematics 61(4), p.789-810 |
| 摘要 | Consider an ordinary errors-in-variables model. The true level α n (θ*) of a test at nominal level α and sample size n is said to be pointwise robust if α n (θ*) → α as n → ∞ for each parameter θ*. Let Ω* be a set of values of θ*. Define α n = sup θ* ?Ω*α n (θ*). The test is said to be uniformly robust over Ω* if α n → α as n → ∞. Corresponding definitions apply to the coverage probabilities of confidence sets. It is known that all existing large-sample tests for the parameters of the errors-in-variables model are pointwise robust. However, they might not be uniformly robust over certain null parameter spaces. In this paper, we construct uniformly robust tests for testing the vector coefficient parameter and vector slope parameter in the functional errors-in-variables model. These tests are established through constructing the confidence sets for the same parameters in the model with similar desirable property. Power comparisons based on simulation studies between the proposed tests and some existing tests in finite samples are also presented. |
| 關鍵字 | Errors-in-variables;Pointwise robust;Uniformly robust;Confidence coefficient;Projected test |
| 語言 | en |
| ISSN | 0020-3157 |
| 期刊性質 | 國外 |
| 收錄於 | SCI EI |
| 產學合作 | |
| 通訊作者 | |
| 審稿制度 | 否 |
| 國別 | DEU |
| 公開徵稿 | |
| 出版型式 | ,紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/55578 ) |
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