摘要
本文对文[1]给出的一类半参数广义线性模型(semi-paramctric GLM),利用惩罚似然方法得到参数和非参数函数的惩罚似然估计。同时指出极小惩罚似然估计与惩罚加权最小=乘估计等价。
In this PaPer , we use penalized likelihood method for discussing the semiparametric generalized linear modtes ( GLM) , thus we obtain the penalized likelihood estmators of the parameters and non-parametricfundtion.By the way. we have result that penalized minimum likelihood estimator is equivalent to the penalized weighted least square estimator.
出处
《怀化学院学报》
1992年第5期31-36,共6页
Journal of Huaihua University
关键词
半参数GLM
惩罚似然估计
极小惩罚似然估计
惩罚加权LS估计
semi-parametric GLM
penalized likelihood estimator
penalized minimum likelihood estimator
penalized weighted least square estimator