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UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL
Econometric Theory ( IF 0.8 ) Pub Date : 2021-08-13 , DOI: 10.1017/s0266466621000360
Yanqin Fan 1 , Xuetao Shi 2
Affiliation  

Via generalized interval arithmetic, we propose a Generalized Interval Arithmetic Center and Range (GIA-CR) model for random intervals, where parameters in the model satisfy linear inequality constraints. We construct a constrained estimator of the parameter vector and develop asymptotically uniformly valid tests for linear equality constraints on the parameters in the model. We conduct a simulation study to examine the finite sample performance of our estimator and tests. Furthermore, we propose a coefficient of determination for the GIA-CR model. As a separate contribution, we establish the asymptotic distribution of the constrained estimator in Blanco-Fernández (2015, Multiple Set Arithmetic-Based Linear Regression Models for Interval-Valued Variables) in which the parameters satisfy an increasing number of random inequality constraints.



中文翻译:

广义区间算术中心和极差线性模型中的一致推理

通过广义区间算法,我们提出了一个用于随机区间的广义区间算术中心和范围 (GIA-CR) 模型,其中模型中的参数满足线性不等式约束。我们构建了参数向量的约束估计器,并对模型中参数的线性等式约束开发了渐近一致有效的测试。我们进行了一项模拟研究,以检查我们的估算器和测试的有限样本性能。此外,我们还提出了 GIA-CR 模型的决定系数。作为一项单独的贡献,我们在 Blanco-Fernández(2015 年,区间值变量的多组基于算术的线性回归模型)中建立了约束估计量的渐近分布,其中参数满足越来越多的随机不等式约束。

更新日期:2021-08-13
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