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非线性再生散度模型的Bayes估计 被引量:2

The Bayes Estimation of Nonlinear Reproductive Dispersion Model
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摘要 非线性再生散度模型是指数族非线性模型、广义线性模型和正态非线性回归模型的推广和发展,唐年胜等人研究了该模型参数的极大似然估计及其统计诊断。本文基于Gibbs抽样和MH抽样算法讨论非线性再生散度模型参数的Bayes估计。模拟研究和实例分析被用来说明该方法的有效性。 Nonlinear reproductive dispersion model is an extension and development of exponential family nonlinear models, generalized linear models and nonlinear regression models. Tang et al. studied the maximum likelihood estimators and diagnostics. Based on Gibbs sampler and Metroplis - Hastings sampler, this paper proposes a Bayes estimation method in nonlinear reproductive dispersion model. Simulation study and real data analysis are used to illustrate the proposed methodologies.
机构地区 云南大学统计系
出处 《数理统计与管理》 CSSCI 北大核心 2007年第6期999-1006,共8页 Journal of Applied Statistics and Management
基金 国家自然科学基金(项目编号:10561008) 高等学校博士学科点专项科研基金(项目编号:20060673002) 云南省自然科学基金项目资助(项目编号:2004A0002M)
关键词 Cibbs抽样 MH算法 非线性再生散度模型 Gibbs sampler metropolis -hastings algorithm nonlinear reproductive dispersion model.
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参考文献13

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