| 关于半参数广义线性模型的惩罚似然估计 |
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| 引用本文： | 彭小宁.关于半参数广义线性模型的惩罚似然估计[J].怀化学院学报,1992(5). |
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| 作者姓名： | 彭小宁 |
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| 作者单位： | 怀化师专数学系 |
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| 摘 要： | 本文对文1]给出的一类半参数广义线性模型(semi-paramctric GLM),利用惩罚似然方法得到参数和非参数函数的惩罚似然估计。同时指出极小惩罚似然估计与惩罚加权最小=乘估计等价。
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| 关 键 词： | 半参数GLM 惩罚似然估计 极小惩罚似然估计 惩罚加权LS估计 |
About the penaltzed Likelihood Estimators of the Semi-parametric Gemeralized Linear Models |
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| Pemg Xiaoning.About the penaltzed Likelihood Estimators of the Semi-parametric Gemeralized Linear Models[J].Journal of Huaihua University,1992(5). |
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| Authors: | Pemg Xiaoning |
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| Institution: | Maths.Dept. |
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| Abstract: | In this PaPer , we use penalized likelihood method for discussing the semiparametric generalized linear modtes ( GLM) , thus we obtain the penalized likelihood estmators of the parameters and non-parametricfundtion.By the way. we have result that penalized minimum likelihood estimator is equivalent to the penalized weighted least square estimator. |
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| Keywords: | semi-parametric GLM penalized likelihood estimator penalized minimum likelihood estimator penalized weighted least square estimator |
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