陈 夏. 广义线性模型中方差函数的非参数估计[J]. 应用概率统计, 2006, 22(4): 337-346.
引用本文: 陈 夏. 广义线性模型中方差函数的非参数估计[J]. 应用概率统计, 2006, 22(4): 337-346.
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CHEN Xia. Nonparametric Variance Function Estimate in Generalized Linear Models[J]. Chinese Journal of Applied Probability and Statistics, 2006, 22(4): 337-346.
Citation: CHEN Xia. Nonparametric Variance Function Estimate in Generalized Linear Models[J]. Chinese Journal of Applied Probability and Statistics, 2006, 22(4): 337-346.
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广义线性模型中方差函数的非参数估计

Nonparametric Variance Function Estimate in Generalized Linear Models

    摘要
  • 摘要: 本文提出了\sigma(u)的一种改进的估计\wh\sigma_n(u), 在一定的条件下证明了\sup\limits_u|\wh\sigma_n(u)-\sigma(u)|相对于1中的估计以更快的速度依概率收敛于0, 并修正了定义区间.

     

    Abstract: This article advances an improved estimate \wh\sigma_n(u) of \sigma(u), and under some conditions, proves \sup\limits_u|\wh\sigma_n(u)-\sigma(u)|\rightarrow0in probability with faster speed.

     

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