...大时,OLS估计量会呈现出另外一些性质,这些性质称为渐近性质(asymptotic properties)或大样本性质(large sample properties) 引言 为什么讨论OLS的渐近性质?
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The large sample theory of the proposed test is developed and the finite sample properties of the test are studied through simulations.
检验的大样本理论被给出。我们还通过数值模拟研究了检验方法的有限样本性质。
Some statistical test methods on "fat tail" distribution of time series are obtained by using properties of extreme value theory and extreme index estimator under large sample.
使用极值理论和极值指数估计量的性质,在大样本的情况下得到序列分布“肥尾”现象的检验方法。
Because the likelihood ratio test has very good properties, especially for large sample size problem, the P-value function with this method is approached the true function.
因为似然比检验有着非常好的性质,特别是对大样本量问题,该方法求解出来的p值函数与真实p值函数非常逼近。
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