| 摘要: |
| 摘 要:考虑非线性模型Y = g (X,β) +ε,构造了未知参数经验对数似然比统计量,证明了所提出的统计量具有渐近χ2 分布,此结果可以用来构造未知参数的置信域. |
| 关键词: 经验似然 χ2 分布 非线性模型 |
| DOI： |
| 分类号:TP273 |
| 基金项目:重庆工商大学学生科技创新基金? |
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| Confidence regions of the parametric in nonlinearmodels |
|
FANG L ian - di, GUAN Shi - jun
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| Abstract: |
| Abstract: Consider the nonlinearmodels Y = g (X,β) +ε, in the text ,we constuct the emp irical log - likelihood statistic ofβ. It shows that the statistics has the asymp totics chi - square variable distribution . The result can be used to construct the confidence re2 |
| Key words: Keywords: emp irical likelihood chi - square variable distribution nonlinearmodel |
