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
收藏
页码：789 / 796
页数：8
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