数学物理学报

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非线性再生散度随机效应模型的渐近性质

夏天; 唐年胜; 王学仁; 张文专   

  1. 云南大学统计系 昆明 650091
  • 收稿日期:2005-03-19 修回日期:2006-04-06 出版日期:2007-02-25 发布日期:2007-02-25
  • 通讯作者: 夏天
  • 基金资助:
    国家自然科学数学天元基金(10226005)资助

Asymptotic Properties in Nonlinear Reproductive Dispersion Models with Random Effects

Xia Tian; Tang Niansheng; Wang Xueren; Zhang Wenzhuan   

  1. Department of Statistics, Yunnan University, Kunming 650091
  • Received:2005-03-19 Revised:2006-04-06 Online:2007-02-25 Published:2007-02-25
  • Contact: Xia Tian

摘要: 对非线性再生散度随机效应模型, 该文给出了类似于Barndroff-Nielson, Cox (1989)和Severin, Wong (1992)的正则条件, 基于这些正则条件和Laplace近似, 证明了该模型参数极大似然估计的存在性、强相合性和渐近正态性.

关键词: 非线性再生散度随机效应模型, 渐近正态性, 相合性, 极大似然估计

Abstract: This paper proposes some regularity conditions analogous to those given by
Barndorff-Nielsen and Cox(1989), Severini and Wong(1992). On the basis of the proposed regularity conditions and Laplaces's approximation, the existence, the strong consistency and the asymptotic normality of maximum likelihood estimator (MLE) are proved in nonlinear reproductive dispersion models with random effects.

Key words: Nonlinear reproductive dispersion models with random effects,
Asymptotic normality,
Consistency, Maximum likelihood estimator

中图分类号: 

  • 62F25