共查询到19条相似文献，搜索用时 109 毫秒
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通过对参数估计问题进行研究以及稳定性定理和完整性的介绍,把稳定理论的参数估计推广到全族的分数维稳定性分布,由蒙特卡罗方法作出的检验表明所提供的估计量有很好的效率. 相似文献
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广义Pareto分布(Generalized Pareto Distribution,简称GPD)是统计推断中重要的一个分布,其目前在诸多领域得到广泛的应用.GPD的参数估计方法有多种,但各种方法及估计效果一般都受到形状参数k的限制,总结几种常用的参数估计方法,如:矩估计(the method of moments,简记MOM)、最小二乘估计(the least squares estimation,简记LSE)、基于分位数估计(the elemental percentile method,简记EPM)、近似广义最小二乘估计(AGLSE)等,通过模拟研究,得出不存在一致最优的参数估计方法.而在k较大时,LSE在GPD参数估计中模拟效果较为理想,特别当k1/2时,AGLSE对k的估计精度较高. 相似文献
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《大连教育学院学报》2016,(3):75-77
参数估计是项目反应理论应用和发展的前提。本研究采用项目反应理论,使用PARSCALE4.1软件,选择两参数和三参数罗杰斯蒂(Logistic)混合模型对某年区域初中毕业生中考物理测验成绩进行项目参数估计,发现不同参数的项目参数估计结果在不同程度上存在差异。 相似文献
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基于时间序列数据,对Hull-White短期利率模型进行半参数估计。通过两阶段估计方法,原半参数估计模型转化为非参数估计模型和全参数估计模型。前者使用核函数估计方法,后者使用极大似然估计,从而简化整个参数估计过程。实证的结果表明,在给定合适窗宽条件下,基于Hull-White模型的似然值将得到改善。 相似文献
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Beta分布参数的区间划分 总被引：1，自引：0，他引：1
Beta分布根据所取参数的取值不同可以具有多种分布形式。所以Beta分布的参数取值非常重要。为此,对Beta分布的参数取值进行讨论,并给出具体的区间划分,为利用Beta分布在误差分析、数据拟合、及先验分布的参数估计等应用中提供方法。 相似文献
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吴新林 《湖北第二师范学院学报》2011,(8):6-9
研究了g-h分布的统计性质,对该分布进行了参数估计和矩估计,结果表明该分布能很好地处理收益率的厚尾和不对称性,最后基于此分布估计对VaR进行了估计。 相似文献
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In a first course in mathematical statistics or categorical data analysis, the maximum likelihood estimators of the parameters of the multinomial distribution are often “derived” using calculus. However, the important step of verifying that the resulting estimators indeed maximize the likelihood is omitted or done incorrectly. In this paper, two simple methods of obtaining the maximum likelihood estimates are presented. 相似文献
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We evaluate the performance of the most common estimators of latent Markov (LM) models with covariates in the presence of direct effects of the covariates on the indicators of the LM model. In LM modeling it is common practice not to model such direct effects, ignoring the consequences that might have on the overall model fit and the parameters of interest. However, in the general literature about latent variable modeling it is well known that unmodeled direct effects can severely bias the parameter estimates of the model at hand. We evaluate how the presence of direct effects in?uences the bias and efficiency of the 3 most common estimators of LM models, the 1-step, 2-step, and 3-step approaches. Furthermore, we propose amendments (that were thus far not used in the context of LM modeling) to the 2- and 3-step approaches that make it possible to account for direct effects and eliminate bias as a consequence. This is done by modeling the (possible) direct effects in the first step of the stepwise estimation procedures. We evaluate the proposed estimators through an extensive simulation study, and illustrate them via a real data application. Our results show, first, that the augmented 2-step and 3-step approaches are unbiased and efficient estimators of LM models with direct effects. Second, ignoring the direct effects leads to biased estimates with all existing estimators, the 1-step approach being the most sensitive. 相似文献
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史建红 《吕梁高等专科学校学报》1999,15(4):22-26
本文提出了约束线性模型下回归系统的条件根方估计和广义条件根方估计,证明了在一定的条件下,两者在均方误差意义都能很好地改进回归系数的约束最小二乘估计,并讨论了它们的可容许性及广义条件根方估计中未知参数的选取方法。 相似文献
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基于错误的先验假定下获得了线性模型下可估函数的Bayes线性无偏估计(BLUE),证明了在均方误差矩阵(HSEH)准则下BLUE相对于广义最小二乘估计(GLSE)的优良性,并导出了它们的相对效率的界,从而获得BLUE的稳健性. 相似文献
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王勤 《金华职业技术学院学报》2004,4(2):48-50,52
研究了相关情况下第i个顺序统计量及其标准化变量的期望、方差、协方差以及在各阶矩上的变换作用，将Gauss—Markov定理推广至一般相关的不完全样本的情形，并用最小二乘法对顺序统计量的参数作出了最佳线性无偏估计，推导出在样本值之间不相关或相关条件下计算估计量方差的公式。 相似文献
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《Structural equation modeling》2013,20(3):325-352
This study examined the effects of ignoring multilevel data structures in nonhierarchical covariance modeling using a Monte Carlo simulation. Multilevel sample data were generated with respect to 3 design factors: (a) intraclass correlation, (b) group and member configuration, and (c) the models that underlie the between-group and within-group variance components associated with multilevel data. Covariance models that ignored the multilevel structure were then fit to the data. Results indicated that when variables exhibit minimal levels of intraclass correlation, the chi-square model/data fit statistic, the parameter estimators, and the standard error estimators are relatively unbiased. However, as the level of intraclass correlation increases, the chi-square statistic, the parameters, and their standard errors all exhibit estimation problems. The specific group/member configurations as well as the underlying between-group and within-group model structures further exacerbate the estimation problems encountered in the nonhierarchical analysis of multilevel data. 相似文献
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Three optimal linear attitude estimators are proposed for single-point real-time estimation of spacecraft attitude using a
geometric approach. The final optimal attitude is represented by modified Rodrigues parameters (MRPs). After introducing incidental
right-hand orthogonal coordinates for each pair of measured values, three error vectors are obtained by the use of dot or/and
cross products. Corresponding optimality criteria are rigorously quadratic and unconstrained, which do not coincide with Wahba’s
constrained criterion. The singularity, which occurs when the principal angle is close to π, can be easily avoided by one
proper rotation. Numerical simulations show that the proposed three optimal linear estimators can provide a precision comparable
with those complying with the Wahba optimality definition, and have faster computational speed than the famous quaternion
estimator (QUEST). 相似文献
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针对多元正态线性模型,根据Zellner提出的平衡损失函数,对其进行变形,定义了更一般的平衡损失函数。研究了在该损失下,多元正态线性模型回归系数矩阵的线性估计在一切估计类中的可容许性,并给出了充要条件。该方法同样适用于线性估计类中的可容许性以及其他的可容许性的研究。 相似文献