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R-L模型的参数估计及其影响分析

Parameter Estimation of R-L Model and Its Influence Analysis
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摘要 基于EM算法和Laplace逼近,首先给出了R-L模型的参数估计,然后应用完全数据对数似然函数的条件期望以及相应的Q距离函数,对R-L模型数据进行了数据删除影响分析和局部影响分析,并通过实际数据验证了所得诊断统计量的有效性. Based on the presented firstly. Then conditional expectation The real data are given Keywords R-L model EM algorithm and Laplace approximation, the parameter estimation of R-L model is the case-deletion influence and local influence analysis of R-L model are studied by the of the complete-data log-likelihood function and the associated Q-distance function. to illustrate the results finally.
出处 《三峡大学学报(自然科学版)》 CAS 2008年第4期79-82,共4页 Journal of China Three Gorges University:Natural Sciences
基金 国家自然科学基金(10671032) 南京信息工程大学科研基金资助项目(S8107282001)
关键词 R—L模型 EM算法 Laplace逼近 数据删除 局部影响分析 R-L model EM algorithm Laplace approximation case-deletion local influence
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参考文献10

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