Asymptotic properties of the maximum likelihood estimate in generalized linear models with stochastic regressors
文献类型：期刊论文
| 作者 | Ding, Jie Li; Chen, Xi Ru |
| 刊名 | Acta mathematica sinica-english series
 |
| 出版日期 | 2006-11-01 |
| 卷号 | 22期号:6页码:1679-1686 |
| 关键词 | Generalized linear models Consistency Asymptotic normality |
| ISSN号 | 1439-8516 |
| DOI | 10.1007/s10114-005-0693-3 |
| 通讯作者 | Ding, jie li(jennieding@163.com) |
| 英文摘要 | For generalized linear models (glm), in case the regressors are stochastic and have different distributions, the asymptotic properties of the maximum likelihood estimate (mle) beta(n) of the parameter are studied. under reasonable conditions, we prove the weak, strong consistency and asymptotic normality of beta(n). |
| WOS关键词 | QUASI-LIKELIHOOD ; CONSISTENCY |
| WOS研究方向 | Mathematics |
| WOS类目 | Mathematics, Applied ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000241129200010 |
| 出版者 | SPRINGER HEIDELBERG |
| URI标识 | http://www.irgrid.ac.cn/handle/1471x/2378954 |
| 专题 | 中国科学院大学 |
| 通讯作者 | Ding, Jie Li |
| 作者单位 | 1.Wuhan Univ, Sch Math & Stat, Wuhan 430072, Peoples R China 2.Chinese Acad Sci, Grad Sch, Beijing 100039, Peoples R China |
| 推荐引用方式 GB/T 7714 | Ding, Jie Li,Chen, Xi Ru. Asymptotic properties of the maximum likelihood estimate in generalized linear models with stochastic regressors[J]. Acta mathematica sinica-english series,2006,22(6):1679-1686. |
| APA | Ding, Jie Li,&Chen, Xi Ru.(2006).Asymptotic properties of the maximum likelihood estimate in generalized linear models with stochastic regressors.Acta mathematica sinica-english series,22(6),1679-1686. |
| MLA | Ding, Jie Li,et al."Asymptotic properties of the maximum likelihood estimate in generalized linear models with stochastic regressors".Acta mathematica sinica-english series 22.6(2006):1679-1686. |
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来源：中国科学院大学
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