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ASYMPTOTIC NORMALITY OF MAXIMUM QUASI-LIKELIHOOD ESTIMATORS IN GENERALIZED LINEAR MODELS WITH FIXED DESIGN 被引量:3

ASYMPTOTIC NORMALITY OF MAXIMUM QUASI-LIKELIHOOD ESTIMATORS IN GENERALIZED LINEAR MODELS WITH FIXED DESIGN
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摘要 In generalized linear models with fixed design, under the assumption λ↑_n→∞ and other regularity conditions, the asymptotic normality of maximum quasi-likelihood estimator ^↑βn, which is the root of the quasi-likelihood equation with natural link function ∑i=1^n Xi(yi -μ(Xi′β)) = 0, is obtained, where λ↑_n denotes the minimum eigenvalue of ∑i=1^nXiXi′, Xi are bounded p × q regressors, and yi are q × 1 responses.
出处 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2008年第3期463-473,共11页 系统科学与复杂性学报(英文版)
基金 the National Natural Science Foundation of China under Grant Nos.10171094,10571001,and 30572285 the Foundation of Nanjing Normal University under Grant No.2005101XGQ2B84 the Natural Science Foundation of the Jiangsu Higher Education Institutions of China under Grant No.07KJD110093 the Foundation of Anhui University under Grant No.02203105
关键词 Asymptotic normality fixed design generalized linear models maximum quasi-likelihood estimator 渐近常态 固定设计 广义线性模型 最大准可能估计
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