一类零膨胀广义线性模型极大似然估计的相合性与渐近正态性
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引用本文:于 洋,侯 文.一类零膨胀广义线性模型极大似然估计的相合性与渐近正态性[J].经济数学,2020,(3):221-226
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作者单位
于 洋,侯 文 (辽宁师范大学 数学学院辽宁 大连 116029) 
中文摘要:讨论了响应变量为单参数指数族且在零点处膨胀的广义线性模型的大样本性质,对其参数进行了极大似然估计,给出了一些正则条件.基于所提出的正则条件,证明了模型参数极大似然估计的相合性与渐近正态性.
中文关键词:数理统计  相合性与渐近正态性  极大似然估计  零膨胀广义线性模型
 
Consistency and Asymptotic Normality of Maximum Likelihood Estimation for Zero-inflation
Abstract:The large sample nature of the generalized linear model with a single-parameter exponential family and inflation at zero is discussed. The maximum likelihood estimation is performed on its parameters. Some regular conditions are given. Based on the proposed regular conditions, the model is proved consistency and asymptotic normality of parameter maximum likelihood estimation.
keywords:mathematical statistics  consistency and asymptotic normality  maximum likelihood estimation  zero-inflation generalized model
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