题名 | Asymptotic properties of maximum quasi-likelihood estimator in quasi-likelihood non linear models with stochastic regression |
作者 | |
通讯作者 | Jiang, Xuejun |
发表日期 | 2017
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DOI | |
发表期刊 | |
ISSN | 0361-0926
|
EISSN | 1532-415X
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卷号 | 46期号:13页码:6229-6239 |
摘要 | In this paper, we establish the asymptotic properties of maximum quasi-likelihood estimator (MQLE) in quasi-likelihood non linear models (QLNMs) with stochastic regression under some mild regular conditions. We also investigate the existence, strong consistency, and asymptotic normality of MQLE in QLNMs with stochastic regression. |
关键词 | |
相关链接 | [来源记录] |
收录类别 | |
语种 | 英语
|
学校署名 | 通讯
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资助项目 | Science and Technology Foundation of Guizhou Province of China[(2008) 2249]
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WOS研究方向 | Mathematics
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WOS类目 | Statistics & Probability
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WOS记录号 | WOS:000398151200001
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出版者 | |
EI入藏号 | 20171003424902
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EI主题词 | Nonlinear Systems
; Regression Analysis
; Stochastic Systems
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EI分类号 | Probability Theory:922.1
; Mathematical Statistics:922.2
; Systems Science:961
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ESI学科分类 | MATHEMATICS
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来源库 | Web of Science
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引用统计 |
被引频次[WOS]:2
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成果类型 | 期刊论文 |
条目标识符 | http://sustech.caswiz.com/handle/2SGJ60CL/29280 |
专题 | 理学院_数学系 工学院_材料科学与工程系 |
作者单位 | 1.Southern Univ Sci & Technol China, Dept Math, Shenzhen 518055, Peoples R China 2.Guizhou Univ Finance & Econ, Sch Math & Stat, Guiyang, Peoples R China 3.Yunnan Univ, Dept Stat, Kunming, Peoples R China |
第一作者单位 | 数学系 |
通讯作者单位 | 数学系 |
第一作者的第一单位 | 数学系 |
推荐引用方式 GB/T 7714 |
Jiang, Xuejun,Xia, Tian,Wang, Xueren. Asymptotic properties of maximum quasi-likelihood estimator in quasi-likelihood non linear models with stochastic regression[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2017,46(13):6229-6239.
|
APA |
Jiang, Xuejun,Xia, Tian,&Wang, Xueren.(2017).Asymptotic properties of maximum quasi-likelihood estimator in quasi-likelihood non linear models with stochastic regression.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,46(13),6229-6239.
|
MLA |
Jiang, Xuejun,et al."Asymptotic properties of maximum quasi-likelihood estimator in quasi-likelihood non linear models with stochastic regression".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 46.13(2017):6229-6239.
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条目包含的文件 | ||||||
文件名称/大小 | 文献类型 | 版本类型 | 开放类型 | 使用许可 | 操作 | |
tian2016.pdf(339KB) | -- | -- | 限制开放 | -- |
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