Generalized linear models;
Consistency;
Asymptotic normality;
D O I:
暂无
中图分类号:
O212.1 [一般数理统计];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
For generalized linear models(GLM),in case the regressors are stochastic and have differentdistributions,the asymptotic properties of the maximum likelihood estimate(MLE)of the parame-ters are studied.Under reasonable conditions, we proe the weak,strong consistency and asymptoticnormality of.
机构:
Hong Kong Univ Sci & Technol, Dept Math, Clear Water Bay, Kowloon, Peoples R ChinaHong Kong Univ Sci & Technol, Dept Math, Clear Water Bay, Kowloon, Peoples R China
Chen, KN
Hu, IC
论文数: 0引用数: 0
h-index: 0
机构:Hong Kong Univ Sci & Technol, Dept Math, Clear Water Bay, Kowloon, Peoples R China
Hu, IC
Ying, ZL
论文数: 0引用数: 0
h-index: 0
机构:Hong Kong Univ Sci & Technol, Dept Math, Clear Water Bay, Kowloon, Peoples R China
机构:
Hong Kong Univ Sci & Technol, Dept Math, Clear Water Bay, Kowloon, Peoples R ChinaHong Kong Univ Sci & Technol, Dept Math, Clear Water Bay, Kowloon, Peoples R China
Chen, KN
Hu, IC
论文数: 0引用数: 0
h-index: 0
机构:Hong Kong Univ Sci & Technol, Dept Math, Clear Water Bay, Kowloon, Peoples R China
Hu, IC
Ying, ZL
论文数: 0引用数: 0
h-index: 0
机构:Hong Kong Univ Sci & Technol, Dept Math, Clear Water Bay, Kowloon, Peoples R China