亚洲国产aⅴ,久久99精品九九九久久婷婷,日韩在线第三页,a在线视频免费观看,久久精品不卡毛片,国产精品无套,亚洲性图一区二区

ASYMPTOTIC NORMALITY OF QUASI MAXIMU

時間:2023-04-28 19:43:35 數理化學論文 我要投稿
  • 相關推薦

ASYMPTOTIC NORMALITY OF QUASI MAXIMUM LIKELIHOOD ESTIMATE IN GENERALIZED LINEAR MODELS

For the Generalized Linear Model (GLM), under some conditions including that the specification of the expectation is correct, it is shown that the Quasi Maximum Likelihood Estimate (QMLE) of the parameter-vector is asymptotic normal. It is also shown that the asymptotic covariance matrix of the QMLE reaches its minimum (in the positive-definte sense) in case that the specification of the covariance matrix is correct.

作 者: Yue Li CHEN Xiru   作者單位: Yue Li(School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China)

CHEN Xiru(Graduate School of the Chinese Academy of Sciences, Beijing 100049, China) 

刊 名: 數學年刊B輯(英文版)  ISTIC SCI 英文刊名: CHINESE ANNALS OF MATHEMATICS,SERIES B  年,卷(期): 2005 26(3)  分類號: O1  關鍵詞: Quasi likelihood estimate   Generalized linear model   Asmptotically normal   Asymptotic normality  

【ASYMPTOTIC NORMALITY OF QUASI MAXIMU】相關文章:

Error Bounds for Uniform Asymptotic Expansions-Modified Bessel Function of Purely Imaginary Order04-26

A Quasi-equipotential Field Simulation for Preform Design of P/M Superalloy Disk04-26

FEATURES AND COMPARISONS OF THE QUASI-BIENNIAL VARIATIONS IN THE ASIA-PACIFIC MONSOON SUBSYSTEMS04-27

A Bayesian based quasi-analytical algorithm for retrieval of inherent optical properties from ocean color04-27

EFFECTS OF THE ATMOSPHERIC COLD SOURCE OVER THE TIBETAN PLATEAU ON THE QUASI 4-YEAR OSCILLATION OF OCEAN-ATMOSPHERIC-LAN04-27