When multiple outliers occur in linear regression model or the distribution of residuals is not normal, we can use residuals rank as weight function to get some resist estimator.
线性回归模型的误差项不服从正态分布或存在多个离群点时,可以将残差秩次的某些函数作为权重引入估计模型来减少离群点的不良影响。
The maximum likelihood estimator for population average treatment effect is proved to be consistent, unbiased and asymptotically normal.
并且证明了在正态分布的假设下,该总体平均因果效应的极大似然估计是相合无偏且渐近正态的。
Under the normal distribution, the maximum likelihood estimator for the population parameter is proved to be unbiased and asymptotically normal.
证明了此统计量是渐近正态的,并利用蒙特卡罗方法对统计量的渐进分布做了统计模拟。
Under the normal distribution, the maximum likelihood estimator for the population parameter is proved to be unbiased and asymptotically normal.
证明了此统计量是渐近正态的,并利用蒙特卡罗方法对统计量的渐进分布做了统计模拟。
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