Laws of iterated logarithm for MLE of generalized linear model randomly censored with incomplete information

被引：1

作者：

Xiao, Zhihong ^{[1
]}

Liu, Luqin ^{[2
]}

机构：

[1] Huazhong Agr Univ, Sch Sci, Wuhan 430070, Peoples R China

[2] Wuhan Univ, Sch Math & Stat, Wuhan 430072, Peoples R China

来源：

STATISTICS & PROBABILITY LETTERS | 2009年 / 79卷 / 06期

基金：

中国国家自然科学基金;

关键词：

D O I：

10.1016/j.spl.2008.11.016

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 define the generalized linear model (GLM) based on the observed data with incomplete information in the case of random censorship, and obtain a law of iterated logarithm and a Chung type law of iterated logarithm for the maximum likelihood estimator (MLE) & in this model. (c) 2008 Elsevier B.V. All rights reserved.

引用

页码：789 / 796

页数：8

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