| 非零截距线性和非线性回归模型的T-型稳健估计算法 |
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| 引用本文： | 王福昌,曹慧荣,钱小仕.非零截距线性和非线性回归模型的T-型稳健估计算法[J].数学的实践与认识,2010,40(17). |
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| 作者姓名： | 王福昌 曹慧荣 钱小仕 |
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| 基金项目： | 中国地震局教师科研基金，河北省教育厅自然科学研究项目 |
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| 摘 要： | 首先给出非零截距线性模型T-型估计的模型与EM算法,其次给出非线性回归模型参数的T-型估计,利用泰勒级数对模型线性化,得到参数估计的迭代算法,最后用数值模拟实验验证了该算法的正确性和证实了T-型估计的稳健性.
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| 关 键 词： | T-型估计 EM算法 最大似然估计 线性模型 非线性模型 |
EM Algorithm and Iteration Algorithm for T-Type Estimators in Non-Null Intercept Linear Model and Nonlinear Model |
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| WANG Fu-chang,CAO Hui-rong,Qian Xiao-shi.EM Algorithm and Iteration Algorithm for T-Type Estimators in Non-Null Intercept Linear Model and Nonlinear Model[J].Mathematics in Practice and Theory,2010,40(17). |
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| Authors: | WANG Fu-chang CAO Hui-rong Qian Xiao-shi |
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| Abstract: | At first,the T-type regression estimators of parameters for non-null intercept linear model is discussed,and the EM algorithm for T-type estimators in linear model is given.Subsequently,the T-type regression estimators of parameters for nonlinear model is discussed,and the iteration algorithm by linearizing nonlinear model using Taylor series for T-type estimators in nonlinear model is given.Finally,synthesized and real data examples are conducted to illustrate the validity of algorithms and robustness of T-type estimators. |
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| Keywords: | T-type regression estimator EM algorithm MLE linear model nonlinear model |
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