confidenceintervalsofvariancefunctionsingeneralizedlinearmodel
文献类型：期刊论文
| 作者 | Yong Zhou ; Daoji Li
|
| 刊名 | actamathematicaeapplicataesinica
 |
| 出版日期 | 2006 |
| 卷号 | 22期号:3页码:353 |
| ISSN号 | 0168-9673 |
| 英文摘要 | In this paper we introduce an appealing nonparametric method for estimating variance and conditional variance functions in generalized linear models （GLMs）, when designs are fixed points and random variables respectively, Bias-corrected confidence bands are proposed for the （conditional） variance by local linear smoothers. Nonparametric techniques are developed in deriving the bias-corrected confidence intervals of the （conditional） variance. The asymptotic distribution of the proposed estimator is established and show that the bias-corrected confidence bands asymptotically have the correct coverage properties. A small simulation is performed when unknown regression parameter is estimated by nonparametric quasi-likelihood. The results are also applicable to nonparamctric autoregressive times series model with heteroscedastic conditional variance. |
| 语种 | 英语 |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/45647]  |
| 专题 | 应用数学研究所 |
| 作者单位 | 中国科学院数学与系统科学研究院 |
| 推荐引用方式 GB/T 7714 | Yong Zhou,Daoji Li. confidenceintervalsofvariancefunctionsingeneralizedlinearmodel[J]. actamathematicaeapplicataesinica,2006,22(3):353. |
| APA | Yong Zhou,&Daoji Li.(2006).confidenceintervalsofvariancefunctionsingeneralizedlinearmodel.actamathematicaeapplicataesinica,22(3),353. |
| MLA | Yong Zhou,et al."confidenceintervalsofvariancefunctionsingeneralizedlinearmodel".actamathematicaeapplicataesinica 22.3(2006):353. |
入库方式： OAI收割
来源：数学与系统科学研究院
浏览0
下载0
收藏0
其他版本
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。