变系数再生散度线性模型和它的估计(英文)  

VARYING COEFFICIENT REPRODUCTIVE DISPERSION LINEAR MODEL AND ITS ESTIMATION

作　　者：王学仁[1] 夏天[1] 唐年胜[1] 

机构地区：[1]云南大学统计系,云南昆明650091

出　　处：《数学杂志》2010年第6期951-958,共8页Journal of Mathematics

基　　金：Supported by NNSF of China (10761011; 10561008; 10901135);NSF of Yunnan Province(2008CD081);Special Foundation for Middle and Young Excellent Teachers of Yunnan University

摘　　要：本文研究了一类变系数再生散度线性模型. 利用局部最大似然的方法,得到了兴趣参数的估计,同时也研究了局部权和光滑参数的确定以及统计推断, 结果推广了文献[11]的工作.In this article, we consider a varying-coefficient reproductive dispersion linear model （VCRDLM）. By the local likelihood approach, the estimates of parameters of interest are given, and the determination of the local weight and the smoothing parameter as well as some statistical inferences are investigated in VCRDLM. Our results can be regarded as a further generalization of the results in [11].

关 键 词：局部最大似然 变系数再生散度线性模型 局部权 光滑参数 

分 类 号：O212.1[理学—概率论与数理统计]