欢迎您！东篱公司
退出
-
申报数据库
-
立项数据库
-
成果数据库
-
项目获奖数据库
中文摘要：
本文对纵向数据的线性混合模型,用Fisher得分法得到了参数的M估计（稳健估计）,给出了其渐近性质,研究了M估计下异方差的Score检验问题,并对检验统计量的功效进行了模拟,最后通过葡萄糖数据的实例说明了本文方法的有效性.
英文摘要：
In this paper,the Fisher scoring method is applied to get M-estimator （robust estimator） in the mixed effects linear model for longitudinal data.Then some score tests for heteroscedasticity based on M-estimator are studied.And the properties of test statistics are investigated through Monte Carlo simulations.At last,the methods and properties are illustrated by the glucose data example
同期刊论文项目
同项目期刊论文
Strong consistency of estimators in partially linear models for longitudinal data with mixingdepende
Asymptotic properties of wavelet estimators in semiparametric regression models under dependent erro
Outlier Detection in Adaptive Functional-Coefficient Autoregressive Models Based on Extreme Value Th
Empirical likelihood inference in mixtures of semiparametric varying coefficient EV models for longi
Semiparametric regression estimation for longitudinal data in models with martingale difference erro
Testing for the shape parameter of generalized extreme value distribution based on the -likelihood r
Bayesian Inference for Generalized Linear Mixed Model Based on the Multivariate t Distribution in Po
Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models
Modified maximum spacings method for generalizedextreme value distribution and applicationsin real d
Diagnostics on nonlinear model with scale mixtures ofskew-normal and first-order autoregressive erro
An approximately optimal non-parametric procedure for analyzing exchangeable binary data with random
Nonparametric estimation in generalizedvarying-coefficient models based on iterativeweighted quasi-l
Orthogonality-projection-based estimation for semi-varyingcoefficient models with heteroscedastic er
Asymptotics of a wavelet estimator in the nonparametricregression model with repeated measurements u
Uniform tail asymptotics for the aggregate claimswith stochastic discount in the renewal risk models
Heteroscedasticity diagnostics invarying-coefficient partially linear regressionmodels and applicati
Heteroscedasticity and/or Autocorrelation Checks in Longitudinal Nonlinear Models with Elliptical an
Empirical likelihood inference in mixture of semiparametric varying-coefficient models for longitudi
The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks
期刊信息
位置：