English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 109952/140891 (78%)
Visitors : 46257625      Online Users : 1075
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
    •  Adv. Search
    Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer Goto mobile version


    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/52273


    Title: 型一誤差重要還是檢定力重要?條件動差檢定中的非單調檢定力問題
    Other Titles: Size Matters or Power Matters? Nonmonotonic Powers in Conditional Moment Tests
    Authors: 林馨怡
    Contributors: 行政院國家科學委員會
    國立政治大學經濟學系
    Keywords: 去均數的變異數估計式;條件動差檢定;非單調檢定力
    Date: 2011-10
    Issue Date: 2011-11-28 15:52:07 (UTC+8)
    Abstract: 本論文探討條件動差檢定中非單調檢定力問題，並且指出變異數估計式是非單調檢定力問題的主要來源。我們因此建議使用條件動差檢定時，需要使用去均數的變異數估計式。此外，我們利用蒙地卡羅模擬證明在條件動差檢定中，使用去均數的變異數估計式可以減輕非單調檢定力問題。在本申請書中，蒙地卡羅的小樣本模擬結果支持前述說法，同時由模擬結果還發現條件動差檢定會因變異數大小而有不同表現。
    Relation: 基礎研究
    學術補助
    研究期間:9908~ 10007
    研究經費:862仟元
    Source URI: http://grbsearch.stpi.narl.org.tw/GRB/result.jsp?id=1685916&plan_no=NSC99-2410-H004-057&plan_year=99&projkey=PF9906-1441&target=plan&highStr=*&check=0&pnchDesc=%E5%9E%8B%E4%B8%80%E8%AA%A4%E5%B7%AE%E9%87%8D%E8%A6%81%E9%82%84%E6%98%AF%E6%AA%A2%E5%AE%9A%E5%8A%9B%E9%87%8D%E8%A6%81%3F%E6%A2%9D%E4%BB%B6%E5%8B%95%E5%B7%AE%E6%AA%A2%E5%AE%9A%E4%B8%AD%E7%9A%84%E9%9D%9E%E5%96%AE%E8%AA%BF%E6%AA%A2%E5%AE%9A%E5%8A%9B%E5%95%8F%E9%A1%8C
    Data Type: report
    Appears in Collections:[經濟學系] 國科會研究計畫

    Files in This Item:

    File SizeFormat
    992410H0043.pdf487KbAdobe PDF21488View/Open


    All items in 政大典藏 are protected by copyright, with all rights reserved.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback