论文检索

比率估计量的方差估计AI 解读

A general class of estimators of the variance of the ratio estimator is considered, which includes two standard estimators v0 and v2 and approximates another estimator vH suggested by Royall & Eberhardt (1975). Asymptotic expansions for the variances and biases of the proposed estimators are obtained. Based on this we obtain optimal variance estimators in the class and compare the relative merits of three estimators v0, v1 and v2 without any model assumption. Under a simple…

比率估计量的方差估计AI 解读

A general class of estimators of the variance of the ratio estimator is considered, which includes two standard estimators v0 and v2 and approximates another estimator vH suggested by Royall & Eberhardt (1975). Asymptotic expansions for the variances and biases of the proposed estimators are obtained. Based on this we obtain optimal variance estimators in the class and compare the relative merits of three estimators v0, v1 and v2 without any model assumption. Under a simple…

非线性最小二乘估计的渐近理论AI 解读

For a linear regression model, the necessary and sufficient condition for the asymptotic consistency of the least squares estimator is known. An analogous condition for the nonlinear model is considered in this paper. The condition is proved to be necessary for the existence of any weakly consistent estimator, including the least squares estimator. It is also sufficient for the strong consistency of the nonlinear least squares estimator if the parameter space is finite. For…

比率与回归估计量的渐近分布AI 解读

We give a formal derivation of the asymptotic normality of ratio and regression estimators of a finite population total for simple random sampling and for sampling with probability proportional to aggregate size. The results are all well known and widely used, of course, but a rigorous development, spelling out relatively simple sufficient conditions under which the standard results are valid, does not seem to be available at present.

摘要暂缺

最小二乘估计一致性方向的刻画AI 解读

Given a sequence of $p \times 1$ vectors $\mathbf{v} = \{\nu_i\}^\infty_{i=1}$ such that $M_n = \Sigma^n_{i=1} \nu_i\nu'_i$ is positive definite for some $n$, the linear space $\{u: u'M^{-1}_n u \rightarrow \infty\}$ is characterized in terms of the limiting properties of $\mathbf{v}$. This characterization result is applied to give a necessary and sufficient condition for the asymptotic consistency of any best linear unbiased estimator in terms of the limiting properties of…