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| 拟似然非线性模型中MQLE的弱相合性的充分条件 | |
| 引用本文： | 夏天,李友光,王学仁.拟似然非线性模型中MQLE的弱相合性的充分条件[J].数学的实践与认识,2011,41(17). |
| 作者姓名： | 夏天 李友光 王学仁 |
| 作者单位： | 1. 贵州财经学院数学与统计学院,贵州贵阳,550004 2. 安徽工业经济职业技术学院设备部,安徽合肥,230051 3. 云南大学统计系,云南昆明,650091 |
| 基金项目： | 研究工作受贵州省科学技术基金((2008)2249); 国家自然科学基金(10761011); 贵州财经学院重点学科专项建设经费资助 |
| 摘 要： | 拟似然非线性模型包括广义线性模型作为一个特殊情形.给出了拟似然非线性模型中极大拟似然估计的弱相合性的一些充分条件,其中矩的条件要弱于文献中极大拟似然估计的强相合性的条件. |
| 关 键 词： | 极大拟似然估计 拟似然非线性模型 弱相合性 |
Sufficient Conditions of Weak Consistency of MQLE in Quasi-Likelihood Nonlinear Models |
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| XIA Tian,LI You-guang,WANG Xue-ren.Sufficient Conditions of Weak Consistency of MQLE in Quasi-Likelihood Nonlinear Models[J].Mathematics in Practice and Theory,2011,41(17). | |
| Authors: | XIA Tian LI You-guang WANG Xue-ren |
| Institution: | XIA Tian~1,LI You-guang~2,WANG Xue-ren~3 (1.School of Mathematics and Statistics,Guizhou College of Finance and Economics,Guizhou Guiyang 550004,China) (2.Department of Equipment,Anhui Industry and Ecmomics Technical College,Anhui Hefei,230051,China) (3.Department of Statistics,Yunnan University,Yunnan Kunming 650091,China) |
| Abstract: | Quasi-likelihood nonlinear models(QLNM) include generalized linear models as a special case.This paper proposes some sufficient conditions of weak consistency of maximum quasi- likelihood estimator(MQLE) in QLNM,in which the condition of the moment is weaker than that of strong consistency of MQLE in the existing literature. |
| Keywords: | maximum quasi-likelihood estimator quasi-likelihood nonlinear models weak consistency |
| 本文献已被 CNKI 万方数据 等数据库收录！ | |