頁籤選單縮合
| 題 名 | Weighted Degenerate U- and V-Statistics with Estimated Parameters |
|---|---|
| 作 者 | Shieh,Grace S.; | 書刊名 | Statistica Sinica |
| 卷 期 | 7:4 1997.10[民86.10] |
| 頁 次 | 頁1021-1038 |
| 分類號 | 319.5 |
| 關鍵詞 | Asymptotics; Correlation; Residuals; U-statistics; |
| 語 文 | 英文(English) |
| 英文摘要 | A new test statistic based on Pearson correlation coefficient (γ[9061]) for cross-sectional correlation in panel data is studied. The limiting distribution ofγ[9061] is presented. A simulation study shows that γ[9061] is useful in general situations. Computingγ[9061] on the residuals from models for panel data motivates the study of a new class of statistics, namely weighted degenerate U-statistics with estimated parameters (WU [9061](□)). The limiting distributions of WU [9061](□) and weighted degenerate V-statistics with estimated parameters are established. Whether their limiting distributions are affected by using estimates of the parameters depends on whether or not a certain mean function has zero derivative. Applications to testing correlation in panel data and to testing for goodness-of-fit are presented. |
本系統中英文摘要資訊取自各篇刊載內容。