位置：成果数据库 > 期刊 > 期刊详情页
多维广义线性模型拟似然估计的渐近正态性
  • 期刊名称：安徽大学学报32(2008)1-3
  • 时间：0
  • 分类：O211[理学—概率论与数理统计;理学—数学]
  • 作者机构：[1]安徽大学数学科学学院,安徽合肥230039
  • 相关基金：国家自然科学基金资助项目（10871001）;安徽大学人才队伍建设基金资助项目
  • 相关项目：若干复杂的统计推断问题的理论及其应用
关键词： 广义线性模型, 自适应设计, 拟似然估计, 渐近正态性, generalized linear model, adaptive design, quasi-likelihood estimator, asymptotic normality
中文摘要：

对多维自适应设计广义线性模型中形如∑i=1^nxi（yi-μ（x′iβ））=0的拟似然方程,在limn→∞λn^3/4/λn=0和其他一些正则性的假定之下,论文证明了上述拟似然方程的解,即极大拟似然估计的渐近正态性,此结果推广和改善了文[4]中的相关结果,其中λn和λn^-分别为∑i=1^n xix′i的最小特征根和最大特征根,x是有界的p×q阶设计矩阵.

英文摘要：

＇or the quasi-likelihood equation ∑i=1^nxi（yi-μ（x′iβ））= 0 in multivariate generalized linearmodel with adaptive design, underlimn→∞λn^3/4/λn= 0 and some regular assumptions, we proved that asymptotic normality of solution of the above equation （ i. e. , maximum quasi-likelihood estimator）, which extended and improved the result of the literature [ 3 ], where λn and λn^- denoted minimum eigenvalue and maximumeigenvalue of ∑i=1^n xix′i respectively, xi was a bounded p × q design matrix.

同期刊论文项目
若干复杂的统计推断问题的理论及其应用
期刊论文 63 会议论文 10
混合统计模型理论及其在生物医学，金融保险等方面的应用
期刊论文 59 会议论文 7 著作 1
同项目期刊论文
随机变量序列的大数定律及常返性定律
Life prediction under random censorship
The Bahadur representation for sample quantiles under negatively associated sequence
指数分布中矩估计序贯置信区间
方差分量模型中回归系数的线性Minimax估计
Tukey两步同时置信区间
广义回归系数的混合估计的相对效率
线性过程的大数定律与中心极限定理
相协随机变量部分和几乎处处收敛性和强大数定律
非参数混合效应模型中的删除诊断
随机删失下刻度参数的单调经验贝叶斯检验
随机变量序列部分和的几乎必然收敛性
正态分布均值变点估计的收敛速度研究
Error analysis of weighted integration for anisotropic Besov Spaces
各向异性Besov 空间上逼近的复杂性
Empirical Bayes test for the life parameter in the exponential distribution
Asymptotically optimal Empirical Bayes decision.
随机删失下经验Bayes估计的渐近最优性
Kernel principal component analysis for large scale data set
Asymptotic normality of maximum quasi-likelihood estimators in generalized linear models with fixed
A general approach rate to the strong law of large numbers.
一类随机变量序列部分和的强大数定律
Local temporal common spatial patterns for robust Single-Trial EEG classification
A three-outcome design for randomized comparative phase II clinical trials
Fixed design semiparametric regression for linear time series
The uniform approximation of the tail probability of the weighted sums of subexponential random vari
Bayes Empirical Bayes estimation for scale parameter
Empirical likelihood in a semi-parametric model for missing response data.
Large deviations for some dependent sequences
Locality-preserved maximum information projection.
Face recognition using probabilistic two-dimensional principal component analysis and its mixture mo
Empirical likelihood for parametric model under imputation for missing date
混合序列部分和的强大数定律
Central limit theorem of random quadratics forms involving random matrices.
关于弱收敛非负随机变量序列的逆矩
广义线形模型中的变量选择
一个矩的不等式的证明及应用
一类随机变量序列部分和的大偏差
A Note on the Optimal Smoothing in Partial Linear Models with Penalized Least Squares Estimator
多档次试验结果下的一种罐子模型
Monotone Empirical Bayes Test for the exponential distribution
Asymptotic performance of reduced-rank linear receivers with principal component filter.
Comment on: “Two-dimensional locality preserving projections (2DLPP) with its application to palmpri
Probabilistic two-dimensional principal component analysis and Its mixture model for face recognitio
An unified EM algorithm for PCA and KPCA.
Ruin problems in risk models with dependent rates of interest
MSE superiority of Bayes and empirical Bayes estimators in two generalized seemingly unrelated regr
On extending the Brunk-Prokhorov Strong law of large numbers for martingale differences
Approximation of infinitely differentiable multivariate functions is not strongly tractable
Central limit theorem for signal- to-interference ratio of reduced rank linear receiver
Strong law of large numbers and growth rate for a class of random variable sequences
Asymptotic distribution of partitioning estimation and modified partitioning estimation for regressi
随机删失下经验贝叶斯估计的渐近最优性
渐近最优的经验贝叶斯决策
指数分布中寿命参数的经验贝叶斯检验
刻度参数的贝叶斯经验贝叶斯估计
各向异性Besov函数的最优积分误差
一元线性回归检验理论的一种证明
随机变量序列的大数定律及常返性定理
ASYMPTOTIC NORMALITY OF MAXIMUM QUASI-LIKELIHOOD ESTIMATORS IN GENERALIZED LINEAR MODELS WITH FIXED DESIGN
常利力下带干扰的双复合Poisson风险过程的生存概率
Strong limit theorems for weighted?sums of negatively associated random variables
Evaluation of the sensitivity and specificity of qualitative diagnostic test under normal assumption
Some new results for weakly dependent random variable sequences
NA样本部分线模型估计的强相合性
Convergence properties of mixing random variable sequences
混合总体中广义似然比检验研究的进展
M-Z型序列的最大值不等式和大偏差定理
一类随机变量的概率不等式及几乎处处收敛性
混合序列一矩不等式及其应用
On complete convergence for arrays of rowwise strong mixing random variables
Some asymptotic properties for multivariate partially linear models
Complete -moment convergence of moving average processes under -mixing assumption
Some convergence properties for mixing sequences
On complete convergence for weighted sums of mixing random variables
Query Large Scale Microarray Compendium Datasets Using a Model-Based Bayesian Approach with Variable
Empirical Bayes Estimation for the Scale Parameter with Errors in Variables
Strong stability for weighted sums of  mixing random variables
Exponential inequalities and complete convergence for a LNQD sequence
混合序列部分和的收敛性质
The Bahadur representation for sample quantile under NOD sequence
Doob's type inequality and strong law of large numbers for demimartingales
Strong law of large numbers and growth rate for some dependent sequences
关于N-弱鞅和弱鞅不等式的一个注记
不同分布混合序列乘积和的强收敛性
Maximal inequalities for demimartingales and their applications.
Relative deficiency of quantile estimators for left truncated and right censored data
NA样本半参数回归模型估计的矩相合性
Bahadur representation for the nonparametric -estimator under -mixing dependence
弱鞅的极大值不等式及其应用
Moment inequality for mixing sequences and its application
Exponential inequalities and inverse moment for NOD sequence
Maximal inequality for mixing sequences and its applications
On the detection and refinement of transcription factor binding sites using ChIP-Seq data
The Tail Probability of the Product of Dependent Random Variables from Max-domains of Attraction
Efficient estimation of an additive quantile regression model
Influence diagnostics and outlier tests for varying coefficient mixed models
Complete moment convergence of moving average processes under -mixing assumptions
Moment consistency of estimators in Partially linear models under NA samples
On Complete Convergence for Arrays of Rowwise -Mixing Random Variables and Its Applications
Some new results for demimartingales
一类随机变量序列部分和的强大数定律
一些相依序列的强大数律和收敛速度（英文）
混合序列的收敛性质(英文)
φ混合序列加权和的强稳定性（英文）
不同分布ρ混合序列乘积和的强收敛性
Hájek-Rényi-type Inequality for a Class of Random Variable Sequences and Its Applications
不同分布φ混合序列乘积和的强收敛性
多维广义线性模型极大拟似然估计的渐近正态性
Some Convergence Sequences under Results for Arbitrary Moment Condition
经典风险模型最优分红值的估计方法
相依假设下滑动平均过程最大部分和的矩
一类带索赔成本有扰动的双险种风险模型
常利率通货膨胀下有扰动的双复合Poisson-Geometric过程的两险种风险模型
Complete q-Moment Convergence of Moving Average Processes under ψ-mixing Assumption
带干扰双到达过程的风险模型
随机利率下数字幂型期权的定价