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线性测量误差模型中复合分位数估计的随机加权方法
  • ISSN号：1001-7011
  • 期刊名称：《黑龙江大学自然科学学报》
  • 时间：0
  • 分类：O436[机械工程—光学工程;理学—光学;理学—物理]
  • 作者机构：[1]东华大学理学院,上海201620
  • 相关基金：国家自然科学基金资助项目（11171062）; 上海市教委科技创新重点项目（12ZZ063）
作者： 葛悠美[1], 刘莹[1], 姜荣[1]
关键词： 线性测量误差模型, 渐近正态性, 随机加权, 复合分位数回归, EV models, asymptotic normality properties, random weighted method, composite quantile regression
中文摘要：

给出线性测量误差模型中随机加权复合分位数估计,用随机加权方法逼近复合分位数回归的分布,并证明这种逼近是以概率1渐近有效地。模拟研究以及艾滋病的临床试验数据验证了方法的有效性。

英文摘要：

The random weighted composite quantile estimation in linear errors-in-variables model is giv- en. The random weighted method is used to approximate the distribution of the composite quantile re- gression, and it is demonstrated that the approximation is asymptotically valid with probability one. Fi- nally, simulated examples and AIDS real data are given to illustrate the effectiveness of the proposed method

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期刊信息
  • 《黑龙江大学自然科学学报》
  • 北大核心期刊（2011版）
  • 主管单位:黑龙江省教育厅
  • 主办单位:黑龙江大学
  • 主编：霍丽华
  • 地址：哈尔滨市学府路74号
  • 邮编：150080
  • 邮箱：hdxb@vip.sohu.com
  • 电话：0451-86608818
  • 国际标准刊号：ISSN：1001-7011
  • 国内统一刊号：ISSN：23-1181/N
  • 邮发代号:14-114
  • 获奖情况:
  • 国内外数据库收录:
  • 美国化学文摘（网络版）,美国数学评论（网络版）,德国数学文摘,日本日本科学技术振兴机构数据库,中国中国科技核心期刊,中国北大核心期刊（2004版）,中国北大核心期刊（2008版）,中国北大核心期刊（2011版）,中国北大核心期刊（2014版）
  • 被引量:4204