期刊文献+

非线性再生散度模型的渐近性质 被引量:4

Asymptotic Properties in Nonlinear Reproductive Dispersion Models
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摘要 对非线性再生散度模型,给出了类似于Fahrmeir&Kaufmann(1985)和Wei(1998)的正则条件.基于这些正则条件,证明了最大似然估计的存在性、强相合性和渐近正态性,推广了已有文献的工作. This paper proposes some mild regularity conditions analogous to those given by Wei (1998) and Fahrmeir & Kaufmann (1985) under which the existence, the strong consistency and the asymptotic normality of maximum likelihood estimation (MLE) are given in nonlinear reproductive dispersion models (NRDM). The previous results in the literature are generalized to NRDM.
出处 《数学物理学报(A辑)》 CSCD 北大核心 2000年第3期321-328,共8页 Acta Mathematica Scientia
基金 国家自然科学基金!(19631040) 江苏省自然科学基金!(BK97001)
关键词 非线性再生散度模型 渐近性质 最大似然估计 <Keywords>Asymptotic normality, Consistency, Likelihood ratio statistic, Nonlinear reproductive dispersion models.
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参考文献6

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同被引文献22

  • 1Tang Niansheng 1,2 \ Wei Bocheng 1\ Wang Xueren 21 Dept. ofAppl.Math., SoutheastUniv.,Nanjing 210096.2 Adult Education College,Yunnan Univ.,Kunm ing 650091..SOME DIAGNOSTICS IN NONLINEAR REPRODUCTIVE DISPERSION MODELS[J].Applied Mathematics(A Journal of Chinese Universities),2000,15(1):55-64. 被引量:9
  • 2韦博成.加权非线性回归的Score检验及其局部影响分析[J].应用概率统计,1995,11(2):147-156. 被引量:23
  • 3梁华,高集体.广义半参数回归模型中渐近有效的若干结果[J].应用概率统计,1996,12(2):213-220. 被引量:1
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