拟合优度检验的回归分析方法及在参数估计中的应用
REGRESSION METHOD FOR TESTING GODNESS-OF-FIT ANDITSAPPTICATION TO PARAMETER ESTIMATIONO
-
摘要: 本文利用人工参数建立了拟合优度检验的回归模型,并将其应用参数估计。特别对于位置参数的估计是强相合、渐近正态和稳健的,其崩溃点是1/2。Abstract: In this paper, a regression method for testing goodness-of-fit is proposed by indroducing artificial parameters, and applied it to parameter estimation, The estimation of location parameter is strong consistent approxitmatly mormal and robust with break down point 1/2.