Efficient estimation of the error distribution in a varying coefficient regression model

IF 0.8 Q3 STATISTICS & PROBABILITY

Mathematical Methods of Statistics Pub Date : 2017-07-01 DOI:10.1080/10485252.2018.1429608

A. Schick, Y. Zhu

引用次数: 2

Abstract

It is shown that the weighted residual-based estimator of Schick, Zhu, and Du (2017) is efficient in some special cases and can be made to be efficient by adding a stochastic correction term. The efficiency is shown by deriving the efficient influence function and establishing a uniform stochastic expansion with this influence function. The correction term relies on estimators of the score function for the errors and other characteristics of the model.

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变系数回归模型误差分布的有效估计

结果表明，Schick、Zhu和Du（2017）的基于加权残差的估计在某些特殊情况下是有效的，并且可以通过添加随机校正项来使其有效。通过推导有效影响函数并利用该影响函数建立一致随机展开，表明了有效性。校正项依赖于模型的误差和其他特征的得分函数的估计量。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Mathematical Methods of Statistics STATISTICS & PROBABILITY-

CiteScore

0.60

自引率

0.00%

发文量

期刊介绍： Mathematical Methods of Statistics is an is an international peer reviewed journal dedicated to the mathematical foundations of statistical theory. It primarily publishes research papers with complete proofs and, occasionally, review papers on particular problems of statistics. Papers dealing with applications of statistics are also published if they contain new theoretical developments to the underlying statistical methods. The journal provides an outlet for research in advanced statistical methodology and for studies where such methodology is effectively used or which stimulate its further development.