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: 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.