半参数广义线性模型的一个有效估计量及其渐进性质

Efficient Estimation of Semiparametric and Generalized Linear Models as well as Its Asymptotic Behavior

考虑了半参数广义线性模型的估计问题。在矩型估计的基础上,讨论了一个有效估计,并研究了其渐进性质。另外把半参数广义线性模型的参数估计的直观评估方法提高到了理论上的判定。还进一步揭示了在半参数模型中有效估计的存在性理论。

The estimation of semiparametric and generalized linear models （SGMLS） was considered, an efficient estimation was given based on the proposed moment-type estimation, with its asymptotic behavior investigated. In addition, a theoretical justification was proposed for the application of the intuitive scoring method to the estimation of parameters in SGMLs, which brought additional light to the existing theory on the construction of efficient estimation in semiparametric models.