| 指数族非线性模型MLE的渐近性质 |
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| 引用本文： | 朱仲义.指数族非线性模型MLE的渐近性质[J].东南大学学报(自然科学版),1995,25(6):36-42. |
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| 作者姓名： | 朱仲义 |
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| 作者单位： | 河海大学机械学院 |
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| 摘 要： | 指数族非线性模型包括施工常见的模型，诸如线性与非线性回归模型、广义线性模型等。Ｆａｈｒｍｅｉｒ和Ｋａｕｆｍａｎｎ等研究了广义线性模型ＭＬＥ的渐近性质，本文在类似于他们的正则条件下，证明了指数族非线性模型ＭＬＥ的存在性、弱相合性、强相合性及渐近正态性。从而进一步推广和发展了他们的结果。
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| 关 键 词： | 极大似然估计 渐近正态性 指数族 非线性模型 |
Asymptotics of MLE in Exponential Family Nonlinear Models |
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| Zhu Zhongyi.Asymptotics of MLE in Exponential Family Nonlinear Models[J].Journal of Southeast University(Natural Science Edition),1995,25(6):36-42. |
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| Authors: | Zhu Zhongyi |
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| Abstract: | The exponential family nonlinear models include many popular models,for example,lin-ear and nonlinear regression models,generalized linear models,Fahrmeir and Kaufmann(1985)havestudied asymptotic properties of MLE in generalized linear models.Under reqularity conditions,whichare similar to them,the existency,the weakly and strong consistency are proved,asymptotic normali-ty of the MLE and many results in literatu res are extended to exponential family nonlinear models. |
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| Keywords: | maximum likelihood extimators consistency asymptotic normality/ Fisher matrix ex-ponential family nonlinear models |
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