| 一般均值漂移模型的Score检验统计量 |
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| 引用本文： | 时正华,袁永生,印凡成. 一般均值漂移模型的Score检验统计量[J]. 数学杂志, 2010, 30(2) |
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| 作者姓名： | 时正华 袁永生 印凡成 |
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| 作者单位： | 河海大学理学院,江苏,南京,210098 |
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| 摘 要： | 本文研究了一般均值漂移模型中漂移量的存在性检验问题.利用Score函数和Fisher 信息阵,获得了检验的Score统计量.
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| 关 键 词： | 非线性回归模型 均值漂移模型 Fisher信息阵 Score检验统计量 |
THE SCORE TEST STATISTIC OF GENERAL MEAN-SHIFT MODEL |
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| SHI Zheng-hua,YUAN Yong-sheng,YIN Fan-cheng. THE SCORE TEST STATISTIC OF GENERAL MEAN-SHIFT MODEL[J]. Journal of Mathematics, 2010, 30(2) |
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| Authors: | SHI Zheng-hua YUAN Yong-sheng YIN Fan-cheng |
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| Affiliation: | SHI Zheng-hua,YUAN Yong-sheng,YIN Fan-cheng(College of Science,Hehai University,Nanjing 210098,China) |
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| Abstract: | This article studies the problem of the test of existence of the shift which is a multivariate function in the general mean-shift model.By using the Score function and Fisher information matrix,the Score test statistic which may test the existence of the shift is obtained. |
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| Keywords: | nonfinear regression model mean-shift model Fisher information matrix Score test statistic |
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