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統計系 王藝華 副教授於
期刊論文
發佈
Uniformly robust tests in errors-in-variables models
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[98-1]
：Uniformly robust tests in errors-in-variables models期刊論文Uniformly robust tests in errors-in-variables modelsHuwang, Long-Cheen; Huang, Y.H. Steve; Wang, Yi-Hua Tina淡江大學數學學系; 淡江大學統計學系Errors-in-variables; Pointwise robust; Uniformly robust; Confidence coefficient; Projected testHeidelberg: SpringerAnnals of the Institute of Statistical Mathematics 61(4), pp.789-81099學年度黃逸輝研究獎補助論文Consider an ordinary errors-in-variables model. The true level αn(θ*)of a test at nominal level α and sample size n is said to be pointwise robust if αn(θ*) → α as n → ∞ for each parameter θ*. Let Ω* be a set of values of θ*. Define αn = supθ*∈Ω*αn(θ*). The test is said to be uniformly robust over Ω* if αn → α asn → ∞. 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,
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