EMPIRICAL BAYES TEST OF REGRESSION COEFFICIENT IN A MULTIPLE LINEAR REGRESSION MODEL-中国期刊网

摘要 RecentlyR.S.SinghhasstudiedtheempiricalBayes（EB）estimationinamultiplelinearregressionmodel.InthispaperweconsidertheEBtestofregressioncoefficientβforthismodel.WeworkouttheEBtestdecisionrulebyusingkernelestimationofmultivariatedensityfunctionanditsfirstorderpartialderivatives.Weobtainitsasymptoticallyoptimal（a.o.）propertyundertheconditionE||β||1<∞.ItisshownthattbeconvergenceratesofthisEBtestdecisionruleareO(n-（r-1）λ/p+r)undertheconditionE||β||pr/2-λ<∞.whereanintegerr>l,0

1Zhang Shunpu (1) (2) ; Wei Laisheng (1) (2). THE　ASYMPTOTICALLY　OPTIMAL　EMPIRICAL　BAYES　ESTIMATION　IN　MULTIPLE　LINEAR　REGRESSION　MODEL.基础数学,1994-03.
2Li-chun Wang. Empirical Bayes Estimation in Regression Model.基础数学,2005-04.
3秦更生. RESIDUALS DENSITY ESTIMATION IN CENSORED LINEAR REGRESSION MODEL.基础数学,1999-01.
4NethalK.Jajo. A Review of Robust Regression and Diagnostic Procedures in Linear Regression.基础数学,2005-02.
5Yong-song QIN;Tao QIU;Qing-zhu LEI. Empirical Likelihood for Response Differences in Two Linear Regression Models with Missing Data.基础数学,2015-04.
6柯宗建;董文杰;张培群;王瑾;赵天保. An Analysis of the Difference between the Multiple Linear Regression Approach and the Multimodel Ensemble Mean.大气科学及气象学,2009-06.
7ZHU Rong;ZHOU Sherry Z F. TESTING INEQUALITY CONSTRAINTS IN A LINEAR REGRESSION MODEL WITH SPHERICALLY SYMMETRIC DISTURBANCES.系统科学,2014-06.
8WANG Siyang;CUI Hengjian. Generalized F-Test for High Dimensional Regression Coefficients of Partially Linear Models.系统科学,2017-05.
9Martin Schmelas;Julien Holl;Elmar Bollin. Demand Side Management for Thermally Activated Building Systems Based on Multiple Linear Regression.物理电子学,2015-04.
10Sun Long;Shang Zhechao;Hu Haiqing. Application of Poisson Regression Model and Negative Binomial Regression Model in Forest Fire Forecasting.林学,2012-03.

EMPIRICAL BAYES TEST OF REGRESSION COEFFICIENT IN A MULTIPLE LINEAR REGRESSION MODEL

来源期刊

相关推荐

同分类资源更多

相关关键词

EMPIRICAL BAYES TEST OF REGRESSION COEFFICIENT IN A MULTIPLE LINEAR REGRESSION MODEL

来源期刊

相关推荐

同分类资源 更多

相关关键词

同分类资源更多