| 非线性再生散度随机效应模型的渐近性质 |
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| 引用本文： | 夏天,唐年胜,王学仁,张文专.非线性再生散度随机效应模型的渐近性质[J].数学物理学报(A辑),2007,27(1):146-154. |
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| 作者姓名： | 夏天 唐年胜 王学仁 张文专 |
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| 作者单位： | 云南大学统计系，云南大学统计系，云南大学统计系，云南大学统计系 昆明 650091，昆明 650091，昆明 650091，昆明 650091 |
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| 摘 要： | 对非线性再生散度随机效应模型, 该文给出了类似于Barndroff-Nielson, Cox (1989)和Severin, Wong (1992)的正则条件, 基于这些正则条件和Laplace近似, 证明了该模型参数极大似然估计的存在性、强相合性和渐近正态性.
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| 关 键 词： | 非线性再生散度随机效应模型 渐近正态性 相合性 极大似然估计 |
| 文章编号： | 1003-3998（2007）01-146-09 |
| 收稿时间： | 2005-03-19 |
| 修稿时间： | 2005-03-19 |
Asymptotic Properties in Nonlinear Reproductive Dispersion Models with Random Effects |
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| Xia Tian,Tang Niansheng,Wang Xueren,Zhang Wenzhuan.Asymptotic Properties in Nonlinear Reproductive Dispersion Models with Random Effects[J].Acta Mathematica Scientia,2007,27(1):146-154. |
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| Authors: | Xia Tian Tang Niansheng Wang Xueren Zhang Wenzhuan |
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| Institution: | Department of Statistics, Yunnan University, Kunming 650091 |
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| Abstract: | This paper proposes some regularity conditions analogous to those given by Barndorff-Nielsen and Cox(1989), Severini and Wong(1992). On the basis of the proposed regularity conditions and Laplaces's approximation, the existence, the strong consistency and the asymptotic normality of maximum likelihood estimator (MLE) are proved in nonlinear reproductive dispersion models with random effects. |
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| Keywords: | Nonlinear reproductive dispersion models with random effects Asymptotic normality Consistency Maximum likelihood estimator |
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