| Uniformly robust tests in errors-in-variables models | |
|---|---|
| 學年 | 89 |
| 學期 | 1 |
| 發表日期 | 2000-12-08 |
| 作品名稱 | Uniformly robust tests in errors-in-variables models |
| 作品名稱（其他語言） | |
| 著者 | 黃逸輝; Huang, Yih-huei |
| 作品所屬單位 | 淡江大學數學學系 |
| 出版者 | Taipei : Tamkang University |
| 會議名稱 | 2000年國際數學與統計研討會暨第34屆中華民國數學會年會：慶祝淡江大學創校五十週年校慶 ( 2000 international conference on mathematics and statistics and 34th annual meeting of mathematical society of R.O.C. : commemorating the 50th anniversary of Tamkang University) |
| 會議地點 | 臺北縣, 臺灣 |
| 摘要 | Consider an ordinary errors-in-variables model. The true level an(θ) of a test at nominal level a and sample size n is called to be pointwise robust if an (θ)→ α as n → ∞ for each parameter θ. Define an = sUPθEnan(θ), where n is the parameter space of θ. The test is said to be uniformly robust over Ω if an → α as n → ∞. It is known that all existing large-sample tests for the key parameters are pointwise robust but not uniformly robust, even for a narrow subset of parameter space. In this talk, we construct uniformly robust tests for some primary parameters in both functional and structural errors-in-variables models. These results can be used to establish the related confidence sets with certain desirable property in the same models. A small simulation showing that the proposed tests are superior to the ordi!1ary large-sample ones in the finite sample is also provided. |
| 關鍵字 | Errors-in-variables;Pointwise robust;Uniformly robust;Confidence coefficient;Projected test |
| 語言 | en |
| 收錄於 | |
| 會議性質 | 國內 |
| 校內研討會地點 | 淡水校園 |
| 研討會時間 | 20001208~20001210 |
| 通訊作者 | |
| 國別 | TWN |
| 公開徵稿 | Y |
| 出版型式 | 紙本 |
| 出處 | 2000年國際數學與統計研討會暨第34屆中華民國數學會年會：慶祝淡江大學創校五十週年校慶 ( 2000 international conference on mathematics and statistics and 34th annual meeting of mathematical society of R.O.C. : commemorating the 50th anniversary of Tamkang University), pp.32 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/58896 ) |
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