半参数模型的经验欧氏似然估计的大样本性质  

LARGE SAMPLE PROPERTIES OF THE EMPIRICAL EUCLIDEAN LIKELIHOOD ESTIMATION FOR SEMIPARAMETRIC MODEL

作　　者：罗旭[1] 

机构地区：[1]华东师范大学,上海200062

出　　处：《应用概率统计》1994年第4期344-352,共9页Chinese Journal of Applied Probability and Statistics

摘　　要：本文证明了半参数模型的经验欧氏似然估计的强相合性和渐近正态性,还证明了经验欧氏似然比统计量的渐近x^2分布性,最后给出了几个例子。In this paper, we prove strong consistency and asymptotic normality of the empirical Euclidean likelihood estimation. We also prove that the empirical Euclidean likeliood ratio statistic ie asymptotically X2(p). Finally, some examples are given.

关 键 词：半参数模型 经验似然估计 强相合性 

分 类 号：O212.7[理学—概率论与数理统计]