Asymptotically linear estimation in a generalized linear model

被引：0

作者：

Liang, H ^{[1
]}

Zou, GH ^{[1
]}

机构：

[1] ACAD SINICA, INST SYST SCI, BEIJING 100080, PEOPLES R CHINA

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1996年 / 25卷 / 05期

关键词：

asymptotically linear estimation; asymptotic efficiency; semiparametric model; generalized linear model;

D O I：

10.1080/03610929608831741

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Suppose that Y = f(X(tau)beta)+epsilon Here f is a smooth but unknown function, beta is a k x 1 parameter vector to be estimated and epsilon(i) is a random error with mean 0 and variance sigma(2). The asymptotically linear estimator of beta is constructed based on the model Y-i = f(X(i)(tau)beta)+epsilon(i), i = 1 ... n, when the density functions of epsilon and X are unknown.

引用

页码：937 / 945

页数：9

共 50 条

[31] M-ESTIMATION OF THE MIXED-TYPE GENERALIZED LINEAR MODEL
Dong, Ying
Song, Lixin
Wang, Mingqiu
Amin, Muhammad
[J]. PROBABILITY AND MATHEMATICAL STATISTICS-POLAND, 2018, 38 (01): : 209 - 223
[32] ON ESTIMATION OF GENERALIZED LINEAR PROBABILITY MODEL INVOLVING DISCRETE RANDOM VARIABLES
ROY, AR
SRIVASTA.VK
[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1968, 20 (03) : 457 - &
[33] Estimation of actual evapotranspiration in barley crop through a generalized linear model
Faraminan, Adan
Carmona, Facundo
Holzman, Mauro
Rivas, Raul
Mancino, Christian
Rodriguez, Paula Olivera
[J]. METHODSX, 2022, 9
[34] ESTIMATION AND PREDICTION IN A MULTIVARIATE RANDOM EFFECTS GENERALIZED LINEAR-MODEL
REINSEL, G
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1984, 79 (386) : 406 - 414
[35] Generalized Bayes estimation for a SAR model with linear restrictions binding the coefficients
Chaturvedi, Anoop
Mishra, Sandeep
[J]. COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS, 2021, 28 (04) : 315 - 327
[36] Generalized signed-rank estimation and selection for the functional linear model
Bindele, Huybrechts F.
Denhere, Melody
Sun, Wei
[J]. STATISTICS, 2022, 56 (04) : 719 - 738
[37] Approximate estimation in generalized linear mixed models with applications to the Rasch model
Feddag, ML
Mesbah, M
[J]. COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2006, 51 (02) : 269 - 278
[38] Prior elicitation for model selection and estimation in generalized linear mixed models
Chen, MH
Ibrahim, JG
Shao, QM
Weiss, RE
[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2003, 111 (1-2) : 57 - 76
[39] Robust estimation of generalized partially linear model for longitudinal data with dropouts
Qin, Guoyou
Zhu, Zhongyi
Fung, Wing K.
[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2016, 68 (05) : 977 - 1000
[40] A GENERALIZED LINEAR LEARNING MODEL
BISHIR, J
DREWES, DW
[J]. JOURNAL OF MATHEMATICAL PSYCHOLOGY, 1969, 6 (01) : 121 - &

← 1 2 3 4 5 →