影响函数与方差估计

INFLUENCE FUNCTION AND VARIANCE ESTIMATION

  • 摘要: 本文研究统计量的影响函数和渐近方差的估计量的相容性。所得结果适用于几类常用的统计量诸如L-,M-,V-,R-,和一些假设检验统计量。

     

    Abstract: This paper studies the consistency of estimators of influence function and asymptotic variance of a statistic. The results obtained can be applied to several classes of commonly used statistics such as L-,M-,V-,R- and some test statistiof.

     

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