| 极值分布右截尾线性回归模型参数的极大似然估计 |
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| 引用本文： | 杨柳,李济洪. 极值分布右截尾线性回归模型参数的极大似然估计[J]. 山西师范大学学报：自然科学版, 2009, 23(2): 17-19 |
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| 作者姓名： | 杨柳 李济洪 |
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| 作者单位： | 杨柳,YANG Liu(山西财经大学应用数学系,山西,太原,030006);李济洪,LI Ji-hong(山西大学计算中心,山西,太原,030006) |
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| 摘 要： | 本文对右截尾数据的线性回归模型,在误差服从极值分布条件下,先给出其参数极大似然估计的一般迭代算法,然后证明了尺度参数为常数时EM算法与该一般迭代算法的一致性,保证了迭代的收敛.
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| 关 键 词： | 截尾回归 极大似然估计 EM算法 极值分布 |
Maximum Likelihood Estimate of the Parameters in Linear Regression Models with Right Censored Data from Extreme-Value Distribution |
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| YANG Liu,LI Ji-hong. Maximum Likelihood Estimate of the Parameters in Linear Regression Models with Right Censored Data from Extreme-Value Distribution[J]. Journal of Shanxi Teachers University, 2009, 23(2): 17-19 |
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| Authors: | YANG Liu LI Ji-hong |
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| Affiliation: | 1.Department of Applied Mathematics;Shanxi University of Finance & Economics;Taiyuan 030006;Shanxi;China;2.Computer Centre of Shanxi University;China |
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| Abstract: | In linear regression models with right censored,we have presented an ordinary iterative algorithm for the maximum likelihood estimate on the parameters when errors are from extreme-value distribution,and proved the consistency between the iterative algorithm and EM algorithm in situations with constant dispersion parameter,ensuring iterative convergence. |
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| Keywords: | censored regression maximum likelihood estimate EM algorithm extreme-value distribution |
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