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Yapay Zeka Hızlı Bakış & Çıkarımlar
AI Insight⚡ TL;DR(1 Cümlede Hızlı Çıkarım)
The simulation studies and a real data application are conducted to illustrate the finite sample performance of the proposed methods.
📌 3 Maddede Bu Makale
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Amaç & Hipotez:It is known that composite quantile regression estimator could be much more efficient and sometimes arbitrarily more efficient than the least squares estimator.
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Temel Bulgular & Veri:The asymptotic behaviors of the proposed tests are established and their limiting null distributions are demonstrated to follow an asymptotically χ 2 -distribution.
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Sonuç & Katkı:The simulation studies and a real data application are conducted to illustrate the finite sample performance of the proposed methods.
🔬Tür:Research Article
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler:Hypotheses test · Composite quantile regression · Single-index model
Abstract
It is known that composite quantile regression estimator could be much more efficient and sometimes arbitrarily more efficient than the least squares estimator. In this paper, tests for the index parameter and index function in the single-index composite quantile regression are considered. The asymptotic behaviors of the proposed tests are established and their limiting null distributions are demonstrated to follow an asymptotically χ 2 -distribution. The simulation studies and a real data application are conducted to illustrate the finite sample performance of the proposed methods.
Anahtar kelimeler
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Bu Makaleye Atıf Yap
Jiang, R., Qian, W., Zhou, Z. (2014). Test for single-index composite quantile regression. Hacettepe Journal of Mathematics and Statistics, Volume: 43 Issue: 5. https://ajindex.com/articles/1403377