学术
非线性EV回归模型中参数的经验似然置信域
冯三营[1,2] 薛留根[1] 李高荣[1]
[1]北京工业大学应用数理学院,北京100022 [2]洛阳师范学院数学科学学院,河南洛阳471022
摘 要:
本文考虑非线性EV回归模型，构造了未知参数的经验对数似然比统计量．此外，为了克服计算困难，提出了一个基于模拟的经验对数似然比统计量．在适当条件下，证明了所提出的这两种统计量都具有渐近X^2分布，所得结果可以用来构造未知参数的置信域。[著者文摘]
文章出处:
《应用数学》-2007年20卷2期 -400-407页
分 类 号:
文献标识码:
A
文章编号:
1001-9847（2007）02-0400-08
Empirical Likelihood Confidence Regions of the Parameters in Nonlinear Errors-in-variables Regression Models
FENG San-ying, XUE Liu-gen, LI Gao-rong （1. College of Applied Sciences, Beijing University of Technology, Beijing 100022, China ; 2. College of Mathematics Science, Luoyang Normal University, Luoyang 471022, China ）
Abstract:
In this paper,we consider the nonlinear errors-in-variables regression model. The empirical log-likelihood ratio statistic for the unknown parameter is proposed. In order to overcome the computationed difficulty, we also propose a simulation-based empirical loglikelihood ratio statistic for the unknown parameter. It is shown that the two proposed statistics have the asymptotic chi-square distributions under some suitable conditions, and hence they can be used to construct the confidence regions of the parameter.[著者文摘]
Key words:
Nonlinear errors-in-variables regression model; Empirical likelihood; Chisquare distribution ;Confidence region ;Monte Carlo simulation
基金资助:
国家自然科学基金资助项目（10571008）,北京市教委科技发展计划资助项目（KM200510005009）,北京市属市管高等学校人才强教计划资助项目
更多>>免费文章
cqvip.com