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自然联系函数下自适应设计广义线性模型的渐近性质
  • ISSN号：1000-0917
  • 期刊名称：《数学进展》
  • 时间：0
  • 分类：O212.1[理学—概率论与数理统计;理学—数学]
  • 作者机构：[1]南京审计学院数学与统计学院,南京江苏211815, [2]南京师范大学数学科学学院,南京江苏210046, [3]东南大学数学系,南京江苏210096
  • 相关基金：Acknowledgements The authors thank the editors, associate editors for their constructive suggestions. Their suggestions have extended the scope improved its structure and presentation. and the referees of the paper andFoundation item： The first author is supported by NSFC（No. 11171001）; the second author is supported by NSFC（No. 11171065）, Natural Science Fund of Jiangsu Province（No. 2011058） and Post-doctoral Fund of Jiangsu Province（No. 0802012C）.
作者： 朱春华[1], 高启兵[2,3]
关键词： 广义线性模型, 极大拟似然估计, 弱相合性, 收敛速度, 渐近正态性, generalized linear model, maximum quasi-likelihood estimator, weak consis- tency, rate of convergence, asymptotic normality
中文摘要：

本文在一些弱的条件下，对自然联系函数和自适应设计下广义线性模型的极大拟似然估计渐近性进行研究，获得了极大拟似然估计的渐近存在性、弱相合性、收敛速度及渐近正态性．并通过蒙特卡罗数值模拟的方法对所得结果进行验证．

英文摘要：

In this paper, for the generalized linear models（GLMs） with natural link and adaptive designs, we consider the asymptotic properties of maximum quasi-likelihood estima- tors（MQLEs） under some mild conditions. The asymptotic existence of MQLEs in quasi- likelihood equation, weak consistency, the rate of convergence and asymptotic normality of MQLEs are presented. The results are illustrated by Monte-Carlo simulations.

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期刊信息
  • 《数学进展》
  • 北大核心期刊（2011版）
  • 主管单位:中国科学协术学会
  • 主办单位:中国数学会
  • 主编：丁伟岳
  • 地址：北京大学数学系数学进展编辑部
  • 邮编：100871
  • 邮箱：
  • 电话：
  • 国际标准刊号：ISSN：1000-0917
  • 国内统一刊号：ISSN：11-2312/O1
  • 邮发代号:2-503
  • 获奖情况:
  • 国内外数据库收录:
  • 美国数学评论（网络版）,德国数学文摘,日本日本科学技术振兴机构数据库,中国中国科技核心期刊,中国北大核心期刊（2004版）,中国北大核心期刊（2008版）,中国北大核心期刊（2011版）,中国北大核心期刊（2014版）,中国北大核心期刊（2000版）
  • 被引量:3411