数学杂志2007，Vol.27Issue(5)：507-512,6.
恰当散度非线性模型变离差的检验
TESTING FOR VARYING DISPERSION IN PROPER DISPERSION NONLINEAR MODELS
摘要
Abstract
In this paper, we study the testing for varying dispersion in proper dispersion nonlinear models. Based on the LR statistic and Score statistic, we obtain a test for heteroscedasticity in nonlinear proper dispersion models. A numerical example is given to illustrate our results.关键词
恰当散度模型/似然比统计量/得分统计量/变离差Key words
proper dispersion models/ likelihood ratio statistic/ score statistic/ varying dispersion分类
数理科学引用本文复制引用
冯予,林金官..恰当散度非线性模型变离差的检验[J].数学杂志,2007,27(5):507-512,6.基金项目
Supported by NSFC(10671032) （10671032）
SSFC (04BTJ002) （04BTJ002）
the Post-Doctorial Grant in Southeast University （）
