| CONFIDENCE REGIONS IN TERMS OF STATISTICAL CURVATURE FOR AR（q） NONLINEAR REGRESSION MODELS |
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| 引用本文： | 刘应安,韦博成.CONFIDENCE REGIONS IN TERMS OF STATISTICAL CURVATURE FOR AR（q） NONLINEAR REGRESSION MODELS[J].数学物理学报(B辑英文版),2004,24(1):107-117. |
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| 作者姓名： | 刘应安 韦博成 |
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| 作者单位： | [1]CollegeofInformationScienceandTechnology,NanjingForestryUniversity,Nanjing210037,China [2]DepartmentofMathematics,SoutheastUniversity,Nanjing210096,China |
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| 摘 要： | This paper constructs a set of confidence regions of parameters in terms of statistical curvatures for AR(q) nonlinear regression models. The geometric frameworks are proposed for the model. Then several confidence regions for parameters and parameter subsets in terms of statistical curvatures are given based on the likelihood ratio statistics and score statistics. Several previous results,, such as 1] and 2] are extended to AR(q)nonlinear regression models.
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| 关 键 词： | 非线性衰退模型 置信域 统计曲率 参数估计 |
CONFIDENCE REGIONS IN TERMS OF STATISTICAL CURVATURE FOR AR(q) NONLINEAR REGRESSION MODELS |
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| Liu Yingan Wei Bocheng.CONFIDENCE REGIONS IN TERMS OF STATISTICAL CURVATURE FOR AR(q) NONLINEAR REGRESSION MODELS[J].Acta Mathematica Scientia,2004,24(1):107-117. |
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| Authors: | Liu Yingan Wei Bocheng |
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| Institution: | Liu Yingan Wei Bocheng
1 Department of Mathematics,Southeast University,Nanjing 210096,China 2 College of Information Science and Technology,Nanjing Forestry University,Nanjing 210037,China |
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| Abstract: | This paper constructs a set of confidence regions of parameters in terms of statistical curvatures for AR(q) nonlinear regression models. The geometric frameworks are proposed for the model. Then several confidence regions for parameters and parameter subsets in terms of statistical curvatures are given based on the likelihood ratio statistics and score statistics. Several previous results, such as 1] and 2] are extended to AR(q)nonlinear regression models. |
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| Keywords: | Nonlinear regression AR(q) errors confidence regions geometric framework statistical curvature |
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