| 非线性均值方差模型的贝叶斯数据删除统计诊断 |
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| 引用本文： | 赵远英,徐登可,段星德.非线性均值方差模型的贝叶斯数据删除统计诊断[J].系统科学与数学,2020(1):171-179. |
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| 作者姓名： | 赵远英 徐登可 段星德 |
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| 作者单位： | 贵阳学院数学与信息科学学院;浙江农林大学统计系;贵州财经大学数学与统计学院 |
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| 基金项目： | 国家自然科学基金项目(11761016,11501073,11801514);浙江省自然科学基金项目(LY17A010026);贵州省科学技术基金项目(黔科合LH字[2014]7164号,黔科合LH字[2015]7299号);贵阳市科技局贵阳学院专项资金项目(GYU-KYZ[2018]04);贵州省高等学校大学生创新创业训练计划项目(109762018520837,109762018520860);贵阳学院2018年课程建设资助项目(概率与统计)资助课题。 |
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| 摘 要： | 文章在非线性均值方差模型框架下基于K-L距离研究贝叶斯数据删除影响的统计诊断问题,通过应用Gibbs抽样和MH算法估计贝叶斯数据删除影响诊断统计量.随机模拟研究和红鳟鲑鱼数据的数值例子说明该诊断方法的可行性.
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| 关 键 词： | 贝叶斯数据删除统计量 Gibbs抽样 K-L距离 MH算法 非线性均值方差模型 |
Bayesian Case Deletion Statistical Diagnostics for Nonlinear Mean and Variance Models |
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| ZHAO Yuanying,XU Dengke,DUAN Xingde.Bayesian Case Deletion Statistical Diagnostics for Nonlinear Mean and Variance Models[J].Journal of Systems Science and Mathematical Sciences,2020(1):171-179. |
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| Authors: | ZHAO Yuanying XU Dengke DUAN Xingde |
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| Institution: | (College of Mathematics and Information Science,Guiyang University,Guiyang 550005;Department of Statistics,Zhejiang Agriculture and Forestry University,Hangzhou 311300;School of Mathematics and Statistics,Guizhou University of Finance and Economy,Guiyang 550025) |
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| Abstract: | Bayesian case deletion statistical diagnostics based on K-L divergence for nonlinear mean and variance models are studied in this paper,in which Gibbs sampler and Metropolis-Hastings algorithm are employed to calculate Bayesian case deletion statistic.Simulation studies and a sockeye salmon data example are used to demonstrate the proposed methodology. |
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| Keywords: | Bayesian case deletion statistic Gibbs sampler K-L divergence MetropolisHastings algorithm nonlinear mean and variance models |
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