| 广义线性模型的M-估计 |
| |
| 引用本文： | 冯敬海,刘茹菲,黄玉洁.广义线性模型的M-估计[J].大连理工大学学报,2011,51(3):464-468. |
| |
| 作者姓名： | 冯敬海 刘茹菲 黄玉洁 |
| |
| 作者单位： | 大连理工大学数学科学学院;鞍山师范学院数学系; |
| |
| 摘 要： | 用M-估计来估计广义线性模型中的未知参数β.首先,在一定的假设条件下,根据已有的对广义线性模型中未知参数β的极大似然估计方法,应用大数定律及鞅中心极限定理,证明了广义线性模型的M-估计的两个重要性质,印相合性及渐近正态性.其次,将固定设计的思想引入M-估计,并与广义线性模型相结合,证明了其相合性及渐近正态性.最后通过数...
|
| 关 键 词： | 广义线性模型 M-估计 相合性 渐近正态性 |
M-estimation of generalized linear model |
| |
| FENG Jinghai,LIU Rufei,HUANG Yujie.M-estimation of generalized linear model[J].Journal of Dalian University of Technology,2011,51(3):464-468. |
| |
| Authors: | FENG Jinghai LIU Rufei HUANG Yujie |
| |
| Institution: | FENG Jing-hai*1,LIU Ru-fei1,HUANG Yu-jie2(1.School of Mathematical Sciences,Dalian University of Technology,Dalian 116024,China,2.Department of Mathematics,Anshan Normal University,Anshan 114005,China) |
| |
| Abstract: | M-estimation was applied to estimation of the unknown parameter β of generalized linear model.Firstly,based on maximum likelihood estimation of generalized linear model which was done before,using the law of large numbers and martingale central limits theorem,two properties of M-estimation were proved: consistency and asymptotic normality.Secondly,the fixed design and M-estimation of generalized linear model were combined,and the two properties above were proved.Lastly,the simulation examples were given to testify the excellences of the estimation. |
| |
| Keywords: | generalized linear model M-estimation consistency asymptotic normality |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
| 点击此处可从《大连理工大学学报》浏览原始摘要信息 |
| 点击此处可从《大连理工大学学报》下载免费的PDF全文 |
|
