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一种基于改进的Akaike信息准则的相关关系检测的新方法 被引量:4
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作者 张明玉 邬文兵 《中国管理科学》 CSSCI 1998年第3期50-54,共5页
本文基于改进的Akaike信息准则(AICC),建立了一种专门适用于小样本随机变星相关关系检测的新方法。这种方法不仅把AICC准则从AR模型推广到ARMA模型,而且增加了自变量的筛选过程,使方法既是最优的又是最简的。... 本文基于改进的Akaike信息准则(AICC),建立了一种专门适用于小样本随机变星相关关系检测的新方法。这种方法不仅把AICC准则从AR模型推广到ARMA模型,而且增加了自变量的筛选过程,使方法既是最优的又是最简的。通过分析改革以来我国宏观经济变量的相关关系,证明了方法的有效性。 展开更多
关键词 宏观经济模型 aicc准则 相关关系 ARMA模型
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政府采购与经济增长的实证研究——基于ARMA最优模型 被引量:3
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作者 王宏 江飞 《苏州大学学报(哲学社会科学版)》 CSSCI 北大核心 2011年第3期117-120,192,共4页
本文采用基于ARMA模型适用于小样本的最优预测的建模方法,来分析政府采购和经济增长之间的因果关系。研究结果表明政府采购和经济增长之间存在非对称、单向因果关系,即政府采购对经济增长的影响不显著,而经济增长对政府采购具有促进作... 本文采用基于ARMA模型适用于小样本的最优预测的建模方法,来分析政府采购和经济增长之间的因果关系。研究结果表明政府采购和经济增长之间存在非对称、单向因果关系,即政府采购对经济增长的影响不显著,而经济增长对政府采购具有促进作用。因此,从政府采购影响路径的角度分析认为,在后金融危机时代应该采取一些可行的措施扭转政府采购对经济增长的不显著状况。 展开更多
关键词 金融危机 小样本 政府采购 aicc准则
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基于Durbin-levinson估计的多维AR(p)过程的实证分析
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作者 王尚九 《韶关学院学报》 2011年第4期5-8,共4页
基于Durbin-levinson算法对多维AR(p)过程的系数进行了推断,通过求解多维AR(p)过程的Yule-walker方程,给出了模型系数的矩估计,并介绍了模型定阶过程中的AICC准则,最后,利用ITSM2000程序对实际问题做了相关分析.
关键词 多维AR(p)过程 Durbin-levinson算法 aicc准则 ITSM2000
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Plausible combinations: An improved method to evaluate the covariate structure of Cormack-Jolly-Seber mark-recapture models
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作者 Jeffrey F. Bromaghin Trent L. McDonald Steven C. Amstrup 《Open Journal of Ecology》 2013年第1期11-22,共12页
Mark-recapture models are extensively used in quantitative population ecology, providing estimates of population vital rates, such as survival, that are difficult to obtain using other methods. Vital rates are commonl... Mark-recapture models are extensively used in quantitative population ecology, providing estimates of population vital rates, such as survival, that are difficult to obtain using other methods. Vital rates are commonly modeled as functions of explanatory covariates, adding considerable flexibility to mark-recapture models, but also increasing the subjectivity and complexity of the modeling process. Consequently, model selection and the evaluation of covariate structure remain critical aspects of mark-recapture modeling. The difficulties involved in model selection are compounded in Cormack-Jolly-Seber models because they are composed of separate sub-models for survival and recapture probabilities, which are conceptualized independently even though their parameters are not statistically independent. The construction of models as combinations of sub-models, together with multiple potential covariates, can lead to a large model set. Although desirable, estimation of the parameters of all models may not be feasible. Strategies to search a model space and base inference on a subset of all models exist and enjoy widespread use. However, even though the methods used to search a model space can be expected to influence parameter estimation, the assessment of covariate importance, and therefore the ecological interpretation of the modeling results, the performance of these strategies has received limited investigation. We present a new strategy for searching the space of a candidate set of Cormack-Jolly-Seber models and explore its performance relative to existing strategies using computer simulation. The new strategy provides an improved assessment of the importance of covariates and covariate combinations used to model survival and recapture probabilities, while requiring only a modest increase in the number of models on which inference is based in comparison to existing techniques. 展开更多
关键词 CAPTURE-RECAPTURE Survival MODEL Building MODEL Selection MODEL Averaging MULTI-MODEL Inference COVARIATES COVARIATE Weights CJS Akaike’s Information criterion AIC aicc
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SEMIPARAMETRIC MODEL SELECTION IN LARGE SAMPLES
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作者 SHI Peide, WANG Haiyan, ZHENG Zhongguo (Department of Probability and Statistics, Peking University, Beijing 100871, China) 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2001年第4期378-387,共10页
For semiparametric regression model selection, based on a model selection criterion there is no finite order (or number of parameters) of the nonparametric part to be estimated consistently, but there is a finite orde... For semiparametric regression model selection, based on a model selection criterion there is no finite order (or number of parameters) of the nonparametric part to be estimated consistently, but there is a finite order (or number of predictor variables) of the linear part to be estimated consistently. The models selected by using AIC and AICC are not consistent estimates of linear part of the true model. In this paper, we study the consistency in model selection by investigating the asymptotic properties of AIC* and AICC*, the modified versions of AIC and AICC respectively, which were proposed by a referee of the reference Shi and Tsai. Under some regular conditions, we prove that the parametric models of the semiparametric regression selected with AIC* and AICC* converge to the true model in probability. In addition, in terms of the mean integrated squared error plus a penalty, these two criteria can also provide an asymptotically efficient selection. 展开更多
关键词 AIC aicc MODEL SELECTION INFORMATION criterion.
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