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.