林松, 尹长明, 吴迪. 高维纵向数据广义估计方程的渐近正态性[J]. 内江师范学院学报, 2018, (10): 39-43. DOI: 10.13603/j.cnki.51-1621/z.2018.10.008
    引用本文: 林松, 尹长明, 吴迪. 高维纵向数据广义估计方程的渐近正态性[J]. 内江师范学院学报, 2018, (10): 39-43. DOI: 10.13603/j.cnki.51-1621/z.2018.10.008
    LIN Song, YIN Changming, WU Di. Asymptotic Normality of Generalized Estimating Equations for High Dimensional Longitudinal Data[J]. Journal of Neijiang Normal University, 2018, (10): 39-43. DOI: 10.13603/j.cnki.51-1621/z.2018.10.008
    Citation: LIN Song, YIN Changming, WU Di. Asymptotic Normality of Generalized Estimating Equations for High Dimensional Longitudinal Data[J]. Journal of Neijiang Normal University, 2018, (10): 39-43. DOI: 10.13603/j.cnki.51-1621/z.2018.10.008

    高维纵向数据广义估计方程的渐近正态性

    Asymptotic Normality of Generalized Estimating Equations for High Dimensional Longitudinal Data

    • 摘要: 在广义线性模型中, 运用Markov inequality等定理, 在满足一般规律时, 证明了估计方程之间的一些关系;并进一步证明了βn与βn0是渐近相合的.最后运用Lyapunov条件, 在满足一般规律的情况下, 证明了广义Poisson分布估计量的渐近正态性.以上结果均是在较弱的条件下证明得到, 并对相应的结果进行了改进.

       

      Abstract: In the generalized linear model, some relations between the estimating equations are proved by use of the Markov inequality theorem, and thus it is further proved that βn and βnare of asymptotic consistency.Finally, the asymptotic normality of the estimator of the generalized Poisson distribution is proved by using the Lyapunov condition when the general law is satisfied.These results are proved under the weaker conditions, and the corresponding results are improved.

       

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