共查询到19条相似文献,搜索用时 62 毫秒
1.
林路 《数学物理学报(A辑)》1998,(Z1)
该文证明了,在非线性回归模型中,若以均方误差或均方误差矩阵为标准,拟似然估计是正则广义拟似然估计类中的最优估计,并讨论了拟得分函数最优性与拟似然估计最优性的关系.为改进拟似然估计,该文提出了一种约束拟似然估计,并证明了约束拟似然估计比拟似然估计有较小的均方误差. 相似文献
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非线性回归模型中的约束拟似然 总被引:1,自引:0,他引:1
在非线性回归模型中,拟得分函数是一类线性无偏估计函数中的最优者(GodambeandHeyde(1987),朱仲义(1996)),而由拟得分函数得到的拟似然估计在由线性无偏估计函数得到的估计类中具有渐近最优性(林路(1999)).本文则研究非线性回归模型中的有偏估计函数理论,构造了参数的约束拟似然估计,得到了约束拟似然的局部最优性,局部改进了拟似然估计,从而扩充了线性模型中的有偏估计理论. 相似文献
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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. 相似文献
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《数学的实践与认识》2015,(21)
在带自适应设计的拟似然非线性模型中,在响应变量的矩条件尽可能弱和其它正则条件下,证明了以概率为1,当n充分大时,拟似然方程有一个解βn,它收敛于参数真值β0. 相似文献
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核实数据下非线性半参数EV模型的经验似然推断 总被引:6,自引:0,他引:6
考虑带有协变量误差的非线性半参数模型,借助于核实数据,本文构造了未知参数的三种经验对数似然比统计量,证明了所提出的统计量具有渐近X2分布,此结果可以用来构造未知参数的置信域.另外,本文也构造了未知参数的最小二乘估计量,并证明了它的渐近性质.仅就置信域及其覆盖概率的大小方面,通过模拟研究比较了经验似然方法与最小二乘法的优劣. 相似文献
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半参数非线性回归模型渐近推断的几何 总被引:4,自引:0,他引:4
本文利用Severini和Wong^[1]提出的最佳偏差曲线的概念,对半参数非线性回归模型建立了类似于Bates和Watts^[2]的几何结构。利用这个几何结构,我们研究了与统计曲率有关的某些渐近推断。文献中的许多结果^[3-6]被推广到半参数非线性回归模型。 相似文献
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本文应用几何方法研究了协方差结构分析中的拟似然估计.对于该模型引进了对偶几何,在此基础上得到了拟似然估计的二阶渐近性质.通过对偶曲率给出了拟似然估计的偏差、方差和信息损失,并且给出了反映拟观察信息和拟期望信息之间关系的一个极限定理. 相似文献
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Wei Bocheng 《高校应用数学学报(英文版)》1996,11(3):273-284
SOMEASYMPTOTICINFERENCEINMULTINOMIALNONLINEARMODELS(AGEOMERICAPPROACH)¥WEIBOCHENG(DepartmentofMathematics,SoutheastUniversity... 相似文献
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SOMEASYMPTOTICINFERENCEONNONLINEARMODELSWITHRANDOMEFFECTS(AGEOMETRICAPPROACH)ZHONGXUPINGANDWEIBOCHENGAbstract.Ageometricframe... 相似文献
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This paper proposes some regularity conditions, which result in the existence, strong consistency and asymptotic normality of maximum quasi-likelihood estimator (MQLE) in quasi-likelihood nonlinear models (QLNM) with random regressors. The asymptotic results of generalized linear models (GLM) with random regressors are generalized to QLNM with random regressors. 相似文献
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Rate of strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models 总被引:1,自引:0,他引:1
Quasi-likelihood nonlinear models (QLNM) include generalized linear models as a special case. Under some regularity conditions, the rate of the strong consistency of the maximum quasi-likelihood estimation (MQLE) is obtained in QLNM. In an important case, this rate is O(n-^1/2(loglogn)^1/2), which is just the rate of LIL of partial sums for i.i.d variables, and thus cannot be improved anymore. 相似文献
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Wei Bocheng Tang Niansheng Wang Xueren Dept.of Math. Southeast Univ. Nanjing . Dept.of Statistics Yunan Univ. Kunming 《高校应用数学学报(英文版)》2000,(2)
§ 1 IntroductionIt is well known that quasi-likelihood models introduced by Wedderburn[1 ] greatlywiden the scope of generalized linear models by using a much weaker assumption in whichonly the firstand second moments ofresponse vector Yare needed to replace the full distri-butional assumption about Y in the models.It has drawn considerable attention in recentliterature(e.g.see[2~ 6] and so on) .However,little work has been done on the issuefrom a geometric viewpoint.The purpose of this p… 相似文献
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Stanislaw Gnot 《Journal of multivariate analysis》1983,13(1):40-51
The unified theory of Bayes estimation in linear models is presented, using a coordinate-free approach. The results are applied to the problem of linear and quadratic estimation in linear regression model. 相似文献
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For qualitative data models, Gini-Simpson index and Shannon entropy are commonly used for statistical analysis. In the context of high-dimensional low-sample size (HDLSS) categorical models, abundant in genomics and bioinformatics, the Gini-Simpson index, as extended to Hamming distance in a pseudo-marginal setup, facilitates drawing suitable statistical conclusions. Under Lorenz ordering it is shown that Shannon entropy and its multivariate analogues proposed here appear to be more informative than the Gini-Simpson index. The nested subset monotonicity prospect along with subgroup decomposability of some proposed measures are exploited. The usual jackknifing (or bootstrapping) methods may not work out well for HDLSS constrained models. Hence, we consider a permutation method incorporating the union-intersection (UI) principle and Chen-Stein Theorem to formulate suitable statistical hypothesis testing procedures for gene classification. Some applications are included as illustration. 相似文献
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A method for constructing priors is proposed that allows the off-diagonal elements of the concentration matrix of Gaussian data to be zero. The priors have the property that the marginal prior distribution of the number of nonzero off-diagonal elements of the concentration matrix (referred to below as model size) can be specified flexibly. The priors have normalizing constants for each model size, rather than for each model, giving a tractable number of normalizing constants that need to be estimated. The article shows how to estimate the normalizing constants using Markov chain Monte Carlo simulation and supersedes the method of Wong et al. (2003) [24] because it is more accurate and more general. The method is applied to two examples. The first is a mixture of constrained Wisharts. The second is from Wong et al. (2003) [24] and decomposes the concentration matrix into a function of partial correlations and conditional variances using a mixture distribution on the matrix of partial correlations. The approach detects structural zeros in the concentration matrix and estimates the covariance matrix parsimoniously if the concentration matrix is sparse. 相似文献
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Semiparametric reproductive dispersion nonlinear model (SRDNM) is an extension of nonlinear reproductive dispersion models
and semiparametric nonlinear regression models, and includes semiparametric nonlinear model and semiparametric generalized
linear model as its special cases. Based on the local kernel estimate of nonparametric component, profile-kernel and backfitting
estimators of parameters of interest are proposed in SRDNM, and theoretical comparison of both estimators is also investigated
in this paper. Under some regularity conditions, strong consistency and asymptotic normality of two estimators are proved.
It is shown that the backfitting method produces a larger asymptotic variance than that for the profile-kernel method. A simulation
study and a real example are used to illustrate the proposed methodologies.
This work was supported by National Natural Science Foundation of China (Grant Nos. 10561008, 10761011), Natural Science Foundation
of Department of Education of Zhejiang Province (Grant No. Y200805073), PhD Special Scientific Research Foundation of Chinese
University (Grant No. 20060673002) and Program for New Century Excellent Talents in University (Grant No. NCET-07-0737) 相似文献