期刊文献+
共找到3篇文章
< 1 >
每页显示 20 50 100
TESTING FOR VARYING DISPERSION IN DISCRETE EXPONENTIAL FAMILY NONLINEAR MODELS
1
作者 LinJinguan weibocheng ZhangNansong 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2003年第3期294-302,共9页
It is necessary to test for varying dispersion in generalized nonlinear models.Wei,et al(1998) developed a likelihood ratio test,a score test and their adjustments to test for varying dispersion in continuous exponent... It is necessary to test for varying dispersion in generalized nonlinear models.Wei,et al(1998) developed a likelihood ratio test,a score test and their adjustments to test for varying dispersion in continuous exponential family nonlinear models.This type of problem in the framework of general discrete exponential family nonlinear models is discussed.Two types of varying dispersion,which are random coefficients model and random effects model,are proposed,and corresponding score test statistics are constructed and expressed in simple,easy to use,matrix formulas. 展开更多
关键词 discrete exponential family distribution generalized nonlinear model random coefficients random effects score test varying dispersion
下载PDF
SOME ASYMPTOTIC INFERENCE IN QUASI-LIKELIHOOD NONLINEAR MODELS:A GEOMETRIC APPROACH
2
作者 weibocheng TangNiansheng WangXueren 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2000年第2期173-183,共11页
A modified Bates and Watts geometric framework is proposed for quasi\|likelihood nonlinear models in Euclidean inner product space.Based on the modified geometric framework,some asymptotic inference in terms of curvat... A modified Bates and Watts geometric framework is proposed for quasi\|likelihood nonlinear models in Euclidean inner product space.Based on the modified geometric framework,some asymptotic inference in terms of curvatures for quasi\|likelihood nonlinear models is studied.Several previous results for nonlinear regression models and exponential family nonlinear models etc.are extended to quasi\|likelihood nonlinear models. 展开更多
关键词 Curvature array quasi\|information quasi\|likelihood nonlinear models stochastic expansion variance.
全文增补中
GEOMETRIC METHOD OF SEQUENTIAL ESTIMATION RELATED TO MULTINOMIAL DISTRIBUTION MODELS
3
作者 weibocheng LISHOUYE 《Chinese Annals of Mathematics,Series B》 SCIE CSCD 1995年第4期487-498,共12页
In 1980's, differential geometric methods are successfully used to study curved exponential families and normal nonlinear repression models. This paper presents a new geometric structure to study multinomial distr... In 1980's, differential geometric methods are successfully used to study curved exponential families and normal nonlinear repression models. This paper presents a new geometric structure to study multinomial distributipn models which contain a set of nonlinear parameters. Based on this geometric structure, the authors study several asymptotic properties for sequential estimation. The bias, the variance and the information loss of the sequeatial estimates are given from geometric viewpoint, and a limit theorem connected with the obServed and expected Fisher information is obtained ill terms of curVature measures. The results show that the sequeotial estimation procedure has some better properties which are generally impossible for nonsequeotial estimation procedures. 展开更多
关键词 Multinomial distribution model Statistical curvature Sequential estimation Stopping rule Fisher information Information loss
原文传递
上一页 1 下一页 到第
使用帮助 返回顶部