关于半参数广义线性模型的惩罚似然估计

About the penaltzed Likelihood Estimators of the Semi-parametric Gemeralized Linear Models

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.