首页 | 本学科首页   官方微博 | 高级检索  
     检索      

GEOMETRY OF EXPONENTIAL TYPE REGRESSION MODELS AND ITS ASYMPTOTIC INFERENCE
作者姓名:韦博成  马阳明
作者单位:[1]DepartmentofMathematics,SoutheastUniversity,Nanjing210018 [2]ChuzhouTeacher'sCollege,Anhui239012
摘    要:In this paper,exponential type regression modeis are considered from geometric point of view.The stochastic expansions relsting to the estimate are derived and are used to study several asymptotic inference problems.The biases and the covariances relating to the estimate may be calculated based on the expansions.The information loss of the estimate and a limit theorem connected with the observed and expected Fisher informations are obtained in terms of the curvatures.

关 键 词:指数型衰退  指数族  非线性模型  随机扩展  微分几何
收稿时间:11 March 1992

Geometry of exponential type regression models and its asymptotic inference
Wei Bocheng,Ma Yangming.GEOMETRY OF EXPONENTIAL TYPE REGRESSION MODELS AND ITS ASYMPTOTIC INFERENCE[J].Applied Mathematics A Journal of Chinese Universities,1993,8(2):182-197.
Authors:Wei Bocheng  Ma Yangming
Institution:(1) Department of mathematics, Southeast University, 210018 Nanjing;(2) Chuzhou Teacher’s College, 239012 Anhui
Abstract:In this paper, exponential type regression models are considered from geometric point of view. The stochastic expansions relating to the estimate are derived and are used to study several asymptotic inference problems. The biases and the covariances relating to the estimate may be calculated based on the expansions. The information loss of the estimate and a limit theorem connected with the observed and expected Fisher informations are obtained in terms of the curvatures.
Keywords:Exponential Type Regression  Exponential Family Nonlinear Models  Stochastic Expansion  Curvature  Information  
本文献已被 CNKI 维普 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号