搜索结果: 1-3 共查到“管理学 Post-Model-Selection”相关记录3条 . 查询时间(0.104 秒)
Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values
Nuisance Parameters Post-Model-Selection Random Critical Values
2012/11/22
We point out that the ideas underlying some test procedures recently proposed for testing post-model-selection (and for some other test problems) in the econometrics literature have been around for qu...
Can One Estimate The Unconditional Distribution of Post-Model-Selection Estimators?
Inference after model selection Post-model-selection estimator Pre-test estimator Selection of regressors
2010/4/28
We consider the problem of estimating the unconditional distribution of a post-model-selection estimator.The notion of a post-model-selection estimator here refers to the combined procedure resulting ...
Can one estimate the conditional distribution of post-model-selection estimators?
Inference after model selection post-model-selection estimator pre-test estimator selection of regressors
2010/4/27
We consider the problem of estimating the conditional distribution
of a post-model-selection estimator where the conditioning is on
the selected model. The notion of a post-model-selection estimator...