华东师范大学学报（自然科学版）Issue(3)：1-11,11.DOI:10.3969/j.issn.1000-5641.2011.03.001
半参数非线性模型中的t-型估计和影响分析
t-type estimators and influence diagnostics in semiparametric nonlinear models
姜荣 1邵明江 2钱伟民1
作者信息
- 1. 同济大学,应用数学系,上海,200092
- 2. 华东师范大学,数学系,上海,200062
- 折叠
摘要
Abstract
t-type regression estimators for the semiparametric nonlinear models were defined, and the EM algorithm for the t-type estimators were given. Moreover, the consistency of t-type regression estimators was obtained. And on the basis of the Q-function in the EM algorithm, statistical diagnostics methods were investigated. Finally, the proposed algorithm was tested by simulation analysis and by a real data sample.关键词
半参数模型/非线性模型/t-型回归估计/Cook距离/局部影响分析/P-样条/EM算法Key words
semiparametric regression/ nonlinear model/ t-type regression estimator/Cook distance/ local influence/ penalized spline/ EM algorithm分类
数理科学引用本文复制引用
姜荣,邵明江,钱伟民..半参数非线性模型中的t-型估计和影响分析[J].华东师范大学学报（自然科学版）,2011,(3):1-11,11.
