| 指数族非线性模型最大似然估计的相合性和渐近正态性 |
| |
| 引用本文： | 夏天,孔繁超.指数族非线性模型最大似然估计的相合性和渐近正态性[J].应用概率统计,2008,24(6):593-603. |
| |
| 作者姓名： | 夏天 孔繁超 |
| |
| 作者单位： | 1. 云南大学统计系,昆明,650091
2. 安徽大学数学系,合肥,230039 |
| |
| 基金项目： | 国家自然科学基金，国家自然科学基金天元项目，云南省自然科学基金 |
| |
| 摘 要： | 本文我们提出了一些正则条件, 这些条件减弱了Zhu and Wei (1997)文中的条件. 基于所提的正则条件, 我们证明了指数族非线性模型参数最大似然估计的相合性和渐近正态性. 我们的结果可被认为是Zhu and Wei (1997)工作的进一步改进.
|
| 关 键 词： | 指数族非线性模型 相合性 渐近正态性 最大似然估计. |
Consistency and Asymptotic Normality of the Maximum Likelihood Estimator in Exponential Family Nonlinear Models |
| |
| XIA TIAN,KONG FANCHAO.Consistency and Asymptotic Normality of the Maximum Likelihood Estimator in Exponential Family Nonlinear Models[J].Chinese Journal of Applied Probability and Statisties,2008,24(6):593-603. |
| |
| Authors: | XIA TIAN KONG FANCHAO |
| |
| Institution: | Department of Statistics;Yunnan University;Kunming;650091;Department of Mathematics;Anhui University;Hefei;230039 |
| |
| Abstract: | This paper proposes some regularity conditions which weaken those given by Zhu & Wei(1997).On the basis of the proposed regularity conditions,the existence,the strong consistency and the asymptotic normality of maximum likelihood estimation(MLE) are proved in exponential family nonlinear models(EFNMs).Our results may be regarded as a further improvement of the work of Zhu & Wei(1997). |
| |
| Keywords: | Exponential family nonlinear models consistency asymptotic normality maximum likelihood estimator |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
| 点击此处可从《应用概率统计》浏览原始摘要信息 |
| 点击此处可从《应用概率统计》下载免费的PDF全文 |
