| Large-Sample Theory for Generalized Linear Models with Non-natural Link and Random Variates |
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| 引用本文： | Jie-li Ding Xi-ru Chen. Large-Sample Theory for Generalized Linear Models with Non-natural Link and Random Variates[J]. 应用数学学报(英文版), 2006, 22(1): 115-126. DOI: 10.1007/s10255-005-0291-2 |
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| 作者姓名： | Jie-li Ding Xi-ru Chen |
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| 作者单位： | [1]School of Math and Statistics, Wuhan University, Wuhan 430072, China [2]Graduate School, the Chinese Academy of Sciences, Beijing 100049, China |
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| 摘 要： | For generalized linear models （GLM）, in the ease that the regressors are stochastie and have different distributions and the observations of the responses may have different dimcnsionality, the asyinptotic theory of the maximum likelihood estimate （MLE） of the parameters are studied under the assumption of a non-natural link funetion,
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| 关 键 词： | 渐进线常态 广义线性模型 相容性 大样本理论 随机变量 |
| 收稿时间： | 2005-03-16 |
| 修稿时间： | 2005-03-162005-11-01 |
Large-Sample Theory for Generalized Linear Models with Non-natural Link and Random Variates |
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| Jie-li Ding,Xi-ru Chen. Large-Sample Theory for Generalized Linear Models with Non-natural Link and Random Variates[J]. Acta Mathematicae Applicatae Sinica, 2006, 22(1): 115-126. DOI: 10.1007/s10255-005-0291-2 |
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| Authors: | Jie-li Ding Xi-ru Chen |
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| Affiliation: | (1) School of Math and Statistics, Wuhan University, Wuhan 430072, China;(2) Graduate School, the Chinese Academy of Sciences, Beijing 100049, China |
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| Abstract: | Abstract For generalized linear models (GLM), in the case that the regressors are stochastic and have different distributions and the observations of the responses may have different dimensionality, the asymptotic theory of the maximum likelihood estimate (MLE) of the parameters are studied under the assumption of a non-natural link function. |
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| Keywords: | Generalized linear models consistency asymptotic normality |
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