Differentiation of integrals with respect to a parameter;
Generalized linear model;
Reproductive dispersion model;
INFLUENCE DIAGNOSTICS;
ASYMPTOTIC NORMALITY;
CONSISTENCY;
D O I:
10.1016/j.spl.2010.05.004
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:
In this paper, we investigate the conditions under which derivatives of integrals with respect to a one-dimensional parameter of the reproductive dispersion model (RDM) can be computed under the integral sign. Furthermore, our main results are applied to the generalized linear model (GLM) with error distributions from the RDM and to the Cramer-Rao inequality. (C) 2010 Elsevier B.V. All rights reserved.
机构:
School of Information and Physics and Geometics Engineering, Central South Univ., Changsha 410083, China
School of Informetics, Guangdong Univ. of Foreign Studies, Guangzhou 510006, ChinaSchool of Information and Physics and Geometics Engineering, Central South Univ., Changsha 410083, China
Xiao, Ai-Ling
Wang, Zhi-Zhong
论文数: 0引用数: 0
h-index: 0
机构:
School of Mathematical Science and Computing Technology, Central South Univ., Changsha 410083, ChinaSchool of Information and Physics and Geometics Engineering, Central South Univ., Changsha 410083, China
Wang, Zhi-Zhong
[J].
Hunan Daxue Xuebao/Journal of Hunan University Natural Sciences,
2007,
34
(08):
: 81
-
83