数学物理学报(英文版) ›› 2004, Vol. 24 ›› Issue (1): 107-117.

• 论文 • 上一篇    下一篇

CONFIDENCE REGIONS IN TERMS OF STATISTICAL CURVATURE FOR AR(q) NONLINEAR REGRESSION MODELS 1

刘应安,韦博成   

  1. 1Department of Mathematics, Southeast University, Nanjing 210096, China
    2College of Information Science and Technology, Nanjing Forestry University, Nanjing 210037, China
  • 出版日期:2004-07-13 发布日期:2004-07-13
  • 基金资助:

    The project supported by NSSFC(02BTJ001)

CONFIDENCE REGIONS IN TERMS OF STATISTICAL CURVATURE FOR AR(q) NONLINEAR REGRESSION MODELS 1

 LIU Ying-An, HUI Bo-Cheng   

  • Online:2004-07-13 Published:2004-07-13
  • Supported by:

    The project supported by NSSFC(02BTJ001)

摘要:

This paper constructs a set of confidence regions of parameters in terms of
statistical curvatures for AR(q) nonlinear regression models. The geometric frameworks
are proposed for the model. Then several confidence regions for parameters and parameter
subsets in terms of statistical curvatures are given based on the likelihood ratio statistics
and score statistics. Several previous results, such as [1] and [2] are extended to AR(q)
nonlinear regression models.

Abstract:

This paper constructs a set of confidence regions of parameters in terms of
statistical curvatures for AR(q) nonlinear regression models. The geometric frameworks
are proposed for the model. Then several confidence regions for parameters and parameter
subsets in terms of statistical curvatures are given based on the likelihood ratio statistics
and score statistics. Several previous results, such as [1] and [2] are extended to AR(q)
nonlinear regression models.

Key words: Nonlinear regression, AR(q) errors;confidence regions;geometric frame-
work;statistical curvature

中图分类号: 

  • 62F25