东篱科研大数据发现系统（DRDS）

位置：成果数据库 > 期刊 > 期刊详情页

自适应设计广义线性模型极大拟似然估计的渐近性

ISSN号：1000-4424
期刊名称：《高校应用数学学报：A辑》
时间：0
分类：C81[社会学—统计学;经济管理]
作者机构：[1]Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026, China.
相关基金：The research is partially supported by the National Natural Science Foundation of China under Grant No. 10471136, Ph.D. Program Foundation of the Ministry of Education of China, and Special Foundations of the Chinese Academy of Sciences and University of Science and Technology of China.

作者：尹长明[1], 韦程东[1], 刘小红[1]

关键词：二元响应模型, 交换点, 满分估计, 统计, 条件中位数, 误差项, 说明变数, Binary response model, change-point, maximum score estimation.

中文摘要：

这篇论文与假设在一个二进制反应模型涉及变化点的评价有条件错误术语中部，给解释变量，是零。我们基于最大的分数功能构造变化点的一个评价并且在一些温和条件下面给它的指数的集中率。

英文摘要：

This paper is concerned with the estimation of change-point in a binary response model with the assumption that the conditional median of the error term, given the explanatory variable, is zero. We construct an estimation of change-point based on the maximum score function and give its exponential convergence rate under some mild conditions.

同期刊论文项目