统计学相关讲座

Asymptotic composite regression个人简介

被阅览数：次  发布时间:2014/04/23 16:23:24

主讲人： 朱力行教授
主讲人简介： 香港侵会大学
简介：
Composition methodologies in the current literature are mainly to promote estimation efficiency via direct composition, either, of initial estimators or of objective functions. In this paper, composite estimation is investigated for both estimation efficiency and bias reduction. To this end, a novel method is proposed by utilizing a regression relationship between initial estimators and values of model-independent parameter in an asymptotic sense. The resulting estimators could have smaller limiting variances than those of initial estimators, and for nonparametric regression estimation, could also have faster convergence rate than the classical optimal rate that the corresponding initial estimators can achieve. The simulations are carried out to examine its performance in finite sample situations.
时间： 2014年4月14日（周一）下午16:30-17:30
地点： 经济楼N座302室
期数： 厦门大学统计学高级系列讲座
主办单位： 厦门大学经济学院、厦门大学王亚南经济研究院
类型： 系列讲座

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