两样本半参数模型的经验欧氏似然估计  

The Empirical Euclidean Likelihood Estimation For Two Sample Semiparametric Models

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》1997年第2期133-141,共9页Chinese Journal of Applied Probability and Statistics

摘　　要：在本文中，我们证明了两样本半参数模型的经验欧氏似然估计的相合性和渐近正态性，也证明了两样本半参数模型的经验欧氏似然比统计量的渐近x2分布性，最后给出了两个例子．In this paper , we prove consistency and asymptotic mormality of the empirical Euclidean likelihood estimation for two sample semiparametric models. We also prove that the empirical Euclidean likelihood ratio statistic is asymptotically x2(p). Finally , two examples ane given.

关 键 词：半参数模型 相合性 渐近正态性 经验似然估计 

分 类 号：O212.7[理学—概率论与数理统计]