몬테칼로 시뮬레이션을 이용한 비선형회귀추정량들의 비교 분석

• 영문명: The Comparison Analysis of an Estimators of Nonlinear Regression Model using Monte Carlo Simulation
• 발행기관: 한국시뮬레이션학회
• 저자명: 김태수(Tae Soo Kim) 이영해(Young Hae Lee)
• 간행물 정보: 『한국시뮬레이션학회 논문지』제9권 제3호, 43~51쪽, 전체 9쪽
• 주제분류: 공학 > 기타공학
• 파일형태: PDF
• 발행일자: 2000.09.30

영문 초록

In regression model, we estimate the unknown parameters by using various methods. There are the least squares method which is the most general, the least absolute deviation method, the regression quantile method and the asymmetric least squares method. In this paper, we will compare each others with two cases: firstly the theoretical comparison in the asymptotic sense and then the practical comparison using Monte Carlo simulation for a small sample size.

목차

1. Introduction

2. The Asymptotic Properties

3. The Asymptotic Relative Efficiency

4. Monte Carlo Simulation

5. Conclusions

Acknowledgements

References

키워드

regression estimators consistency asymptotic normality Monte Carlo simulation