半参数平滑转换回归模型基于经验似然方法的诊断
Statistical Diagnostic for Semiparametric Smooth Transition Regression Model Based on Empirical Likelihood Method
本文研究了半参数平滑转换回归模型的统计诊断问题。首先，基于经验似然方法建立了估计方程；然后，在经验似然估计的基础上，给出该模型的一些诊断统计量；最后，运用一个模拟例子，验证了上述方法的有效性。
In this paper, we study the statistical diagnosis of semiparametric smooth transition regression model.First,the estimation equation based on empirical likelihood method are estabilished.Then,some diagnostic statistics are proposed.At last,an example is given to illustrate our results.
王淑玲、邓小洪
数学
半参数平滑转换回归模型经验似然异常点影响分析
semiparametric smooth transition regression modelempirical likelihoodoutliersinfluence analysis
王淑玲,邓小洪.半参数平滑转换回归模型基于经验似然方法的诊断[EB/OL].(2014-05-26)[2025-08-23].http://www.paper.edu.cn/releasepaper/content/201405-464.点此复制
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