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作者:

Yue, Lili (Yue, Lili.) | Li, Gaorong (Li, Gaorong.) (学者:李高荣) | Zhang, Junhua (Zhang, Junhua.)

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摘要:

In this paper, we investigate the estimation and testing problems of unbalanced two-way error component regression model with errors-in-variables. The estimation of the unknown parameter is given based on the bias-corrected technique, and the asymptotic property of the resulting estimator is shown under some regularity conditions. For the hypothesis testing problem of restricted condition, a test statistic is constructed through the difference of the corrected residual sums of squares under the null and alternative hypotheses. Then we develop an adjusted test statistic, which follows an asymptotically standard Chi-squared distribution. Some simulation studies and a real data analysis are carried out to assess the performance of the proposed methods. (C) 2017 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.

关键词:

Bias-corrected technique Errors-in-variables Restricted condition Unbalanced two-way error component regression model

作者机构:

  • [ 1 ] [Yue, Lili]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Yue, Lili]Beijing Univ Technol, Beijing Inst Sci & Engn Comp, Beijing 100124, Peoples R China
  • [ 3 ] [Li, Gaorong]Beijing Univ Technol, Beijing Inst Sci & Engn Comp, Beijing 100124, Peoples R China
  • [ 4 ] [Zhang, Junhua]Beijing Informat Sci & Technol Univ, Coll Mech Engn, Beijing 100192, Peoples R China

通讯作者信息:

  • 李高荣

    [Li, Gaorong]Beijing Univ Technol, Beijing Inst Sci & Engn Comp, Beijing 100124, Peoples R China

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来源 :

JOURNAL OF THE KOREAN STATISTICAL SOCIETY

ISSN: 1226-3192

年份: 2017

期: 4

卷: 46

页码: 593-607

0 . 6 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:39

中科院分区:4

被引次数:

WoS核心集被引频次: 3

SCOPUS被引频次: 1

ESI高被引论文在榜: 0 展开所有

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