wangchunjie
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- Professor
- Supervisor of Doctorate Candidates
- Supervisor of Master's Candidates
- Name (Pinyin):wangchunjie
- Date of Birth:1978-09-18
- E-Mail:
- Date of Employment:2004-06-30
- School/Department:长春工业大学
- Administrative Position:院长
- Education Level:With Certificate of Graduation for Doctorate Study
- Business Address:新图书馆614
- Contact Information:0431-85716480
- Degree:Doctoral degree
- Professional Title:Professor
- Status:Employed
- Alma Mater:吉林大学
- Teacher College:数学与统计学院
- Discipline:Other specialties in Statistics
Contact Information
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- Fax：
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- Paper Publications
面板数据分位数回归模型的诱导光滑估计
Release time:2022-06-14 Hits:
- Affiliation of Author(s):数学与统计学院
- Teaching and Research Group:统计教研室
- Journal:统计与决策
- Key Words:诱导光滑；固定效应模型；面板数据；分位数回归；区间估计
- Abstract:文章将诱导光滑的思想引入到面板数据的分位数回归模型中.在固定效应模型中,同时构造了回归参数的点估计和渐近置信区间估计;进行蒙特卡洛实验比较了诱导光滑估计和相关文献中涉及到的4种估计在有限样本下的估计效率;通过一个真实数据的实证分析说明诱导光滑方法在面板数据分位数回归模型的参数估计中具有一定的优势.
- Indexed by:Journal paper
- Volume:34
- Issue:11
- Page Number:70-72
- Translation or Not:no
- Date of Publication:2018-06-12