| 半参数广义线性模型惩罚似然估计的几个性质 |
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| 引用本文： | 陆天虹.半参数广义线性模型惩罚似然估计的几个性质[J].陶瓷科学与艺术,1993(1). |
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| 作者姓名： | 陆天虹 |
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| 作者单位： | 南京化工学院基础课部 |
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| 摘 要： | 本文在给出了半参数广义线性模型惩罚似然估计及惩罚准似然估计的基础上,得到了下面几个性质:(Ⅰ)极小惩罚似然估计及惩罚准似然估计等价于惩罚加权最小二乘估计;(Ⅱ)估计的收敛性及加速收敛法;(Ⅲ)估计的一种 Bayes 解释。
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| 关 键 词： | 半参数广义线性模型 惩罚似然估计 惩罚准似然估计 惩罚加权最小二乘估计 立体阵乘法 |
SOME PROPERTIES OF PENALIZED LIKELIHOOD ESTIMATORS FOR SEMI-PARAMETRIC GENERALIZED LINEAR MODELS |
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| Lu Tianhong.SOME PROPERTIES OF PENALIZED LIKELIHOOD ESTIMATORS FOR SEMI-PARAMETRIC GENERALIZED LINEAR MODELS[J].Ceramics Science & Art,1993(1). |
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| Authors: | Lu Tianhong |
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| Affiliation: | Department of Basic Courses |
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| Abstract: | In this paper,we obtain some properties about penalized Likelihood Estimators for Semi- parametric GLMs.The first is that the minimum penalized likelihood estimation is equivalent to the penalized weighted least square estimation.So is the minimum penalized quasi-likelihood estimation. The second is the convergence of the estimation and the accelerating convergence of the estimation. The third is one Bayesian explanation of the estimation. |
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| Keywords: | semi-parametric GLM penalized likelihood estimators penalized quasi-likelihood estimators penalized weighted least square estimators solid matrix multiplication |
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