Uniformly robust tests in errors-in-variables models

doi:10.1007/s10463-007-0167-8

淡江大學機構典藏 > 商管學院 > 統計學系暨研究所 > 期刊論文 > Item 987654321/55578

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题名:	Uniformly robust tests in errors-in-variables models
作者:	Wang, Yi-hua
贡献者:	淡江大學數學學系;淡江大學統計學系
关键词:	Errors-in-variables;Pointwise robust;Uniformly robust;Confidence coefficient;Projected test
日期:	2008-01-31
上传时间:	2011-08-23 15:32:30 (UTC+8)
出版者:	Heidelberg: Springer
摘要:	Consider an ordinary errors-in-variables model. The true level α n (θ) of a test at nominal level α and sample size n is said to be pointwise robust if α n (θ) → α as n → ∞ for each parameter θ. Let Ω be a set of values of θ. Define α n = sup θ ?Ωα n (θ). The test is said to be uniformly robust over Ω* if α n → α as n → ∞. Corresponding definitions apply to the coverage probabilities of confidence sets. It is known that all existing large-sample tests for the parameters of the errors-in-variables model are pointwise robust. However, they might not be uniformly robust over certain null parameter spaces. In this paper, we construct uniformly robust tests for testing the vector coefficient parameter and vector slope parameter in the functional errors-in-variables model. These tests are established through constructing the confidence sets for the same parameters in the model with similar desirable property. Power comparisons based on simulation studies between the proposed tests and some existing tests in finite samples are also presented.
關聯:	Annals of the Institute of Statistical Mathematics 61(4),　p.789-810
DOI:	10.1007/s10463-007-0167-8
显示于类别:	[數學學系暨研究所] 期刊論文 [統計學系暨研究所] 期刊論文

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