| 不完全信息随机截尾广义线性模型的极大似然估计 |
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| 引用本文： | 肖枝洪,刘禄勤.不完全信息随机截尾广义线性模型的极大似然估计[J].数学物理学报(A辑),2008,28(3):553-564. |
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| 作者姓名： | 肖枝洪 刘禄勤 |
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| 作者单位： | [1]华中农业大学理学院,武汉430070 [2]武汉大学数学与统计学院,武汉430072 |
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| 基金项目： | 国家重点支撑项目
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国家自然科学基金
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华中农业大学博士基金 |
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| 摘 要： | 该文在回归子给定和随机两种情形下,分别定义了不完全信息随机截尾广义线性模型.在一定的条件下,讨论了这两种模型参数向量的似然方程解的存在性和唯一性,获得并证明了这两种模型的极大似然估计(MLE)的相合性与渐近正态性.
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| 关 键 词： | 广义线性模型 不完全信息 相合性 渐进正态性 |
| 收稿时间： | 2006-12-10 |
| 修稿时间： | 2008-04-30 |
MLE of Generalized Linear Model Randomly Censored with Incomplete Information |
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| Xiao Zhihong,Liu Luqin.MLE of Generalized Linear Model Randomly Censored with Incomplete Information[J].Acta Mathematica Scientia,2008,28(3):553-564. |
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| Authors: | Xiao Zhihong Liu Luqin |
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| Institution: | Huazhong Agricultural University, School of Sciences, Wuhan 430070;
Wuhan University, School of Mathematics and Statistics, Wuhan 430072 |
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| Abstract: | In this paper, one defines the generalized linear models(GLM) based on the observed data with incomplete information and random censorship under the case that regressors are given and regressors are stochastic, respectively. Under the given conditions, one discusses the existence and uniqueness of the solution on the likelihood equations with respect to the parameter vector of the two models, obtains and proves the consistency and asymptoticalnormality of the maximum likelihood estimators(MLE) on the two models, respectively. |
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| Keywords: | Generalized linear modelzz Incomplete informationzz Consistencyzz Asymptotical normalityzz |
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