摘要
本文研究了恰当散度非线性模型变离差的检验问题.基于似然比统计量和得分统计量,得到变离差的检验.并且用数值例子说明方法是有效的.
In this paper,we study the testing for varying dispersion in proper dispersion nonlinear models. Based on the LR statistic and Score statistic, we obtain a test for heteroscedasticity in nonlinear proper dispersion models. A numerical example is given to illustrate our results.
出处
《数学杂志》
CSCD
北大核心
2007年第5期507-512,共6页
Journal of Mathematics
基金
Supported by NSFC(10671032)
SSFC(04BTJ002)
the Post-Doctorial Grant inSoutheast University
关键词
恰当散度模型
似然比统计量
得分统计量
变离差
proper dispersion models
likelihood ratio statistic
score statistic
varying dispersion
