Median Unbiased Estimation of Bivariate Predictive Regression Models with Heavy-tailed or Heterosc

• 作 者: 朱复康 王德辉
• 机 构: InstituteofMathematics
• 出 处: 东北数学：英文版
• 发表日期: 2007年3期
• 关键词: 二变量 中位数 估算值 方差分析 bivariate predictive regression model heavy-tailed error medi
• 基金项目: The NNSF （10571073） of China, and 985 project of Jilin University.

<正>In this paper,we consider median unbiased estimation of bivariate pre- dictive regression models with non-normal,heavy-tailed or heteroscedastic errors.We construct confidence intervals and median unbiased estimator for the parameter of interest.