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ASYMPTOTIC NORMALITY OF MAXIMUM QUASI-LIKELIHOOD ESTIMATORS IN GENERALIZED LINEAR MODELS WITH FIXED DESIGN

ASYMPTOTIC NORMALITY OF MAXIMUM QUASI-LIKELIHOOD ESTIMATORS IN GENERALIZED LINEAR MODELS WITH FIXED DESIGN

作     者:Qibing GAO Yaohua WU Chunhua ZHU Zhanfeng WANG Qibing GAG School of Mathematics and Computer Science,Nanjing Normal University,Nanjing 210097,China.Yaohua WU Department of Statistics and Finance,University of Science and Technology of China,Hefei 230026,China.Chunhua ZHU School of Mathematics Science,Anhui University,Hefei 230039,China. Zhanfeng WANG

作者机构:School of Mathematics and Computer Science Nanjing Normal University Nanjing 210097 China Department of Statistics and Finance University of Science and Technology of China Hefei 230026 China School of Mathematics Science Anhui University Hefei 230039 China 

基  金:the National Natural Science Foundation of China under Grant Nos.10171094,10571001,and 30572285 the Foundation of Nanjing Normal University under Grant No.2005101XGQ2B84 the Natural Science Foundation of the Jiangsu Higher Education Institutions of China under Grant No.07KJD110093 the Foundation of Anhui University under Grant No.02203105 

出 版 物:《Journal of Systems Science & Complexity》 (系统科学与复杂性学报(英文版))

年 卷 期:2008年第21卷第3期

页      码:463-473页

摘      要:在有固定设计的概括线性模型,在假设和另外的整齐条件下面,最大的伪可能性评估者的 asymptotic 规度,是有自然连接功能的伪可能性方程的根,被获得,在的地方表示最小的特征值, X i 是围住的p×& #8201 ; q 退回 ors ,和 y i 是q×& #8201 ; 1 回答。

主 题 词:渐近常态 固定设计 广义线性模型 最大准可能估计 

学科分类:0810[工学-土木类] 1205[管理学-图书情报与档案管理类] 07[理学] 070104[070104] 0811[工学-水利类] 0701[理学-数学类] 0812[工学-测绘类] 

核心收录:

D O I:10.1007/s11424-008-9128-4

馆 藏 号:203963420...

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