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变系数再生散度线性模型和它的估计
引用本文:王学仁,夏天,唐年胜.变系数再生散度线性模型和它的估计[J].数学杂志,2010,30(6).
作者姓名:王学仁  夏天  唐年胜
作者单位:云南大学统计系;
基金项目:NNSF of China,NSF of Yun-nan Province,Special Foundation for Middle and Young Excellent Teachers of Yunnan University
摘    要:本文研究了一类变系数再生散度线性模型.利用局部最大似然的方法,得到了兴趣参数的估计,同时也研究了局部权和光滑参数的确定以及统计推断,结果推广了文献11]的工作.

关 键 词:局部最大似然  变系数再生散度线性模型  局部权  光滑参数

VARYING COEFFICIENT REPRODUCTIVE DISPERSION LINEAR MODEL AND ITS ESTIMATION
WANG Xue-ren,XIA Tian,TANG Nian-sheng.VARYING COEFFICIENT REPRODUCTIVE DISPERSION LINEAR MODEL AND ITS ESTIMATION[J].Journal of Mathematics,2010,30(6).
Authors:WANG Xue-ren  XIA Tian  TANG Nian-sheng
Institution:WANG Xue-ren,XIA Tian,TANG Nian-sheng (Dept. of Statistics,Yunnan University,Kunming 650091,China)
Abstract:In this article,we consider a varying-coefficient reproductive dispersion linear model (VCRDLM).By the local likelihood approach,the estimates of parameters of interest are given,and the determination of the local weight and the smoothing parameter as well as some statistical inferences are investigated in VCRDLM.Our results can be regarded as a further gener-alization of the results in 11].
Keywords:local maximum likelihood  varying-coefficient reproductive dispersion linear model  local weight  smoothing parameter
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