کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1145134 | 957452 | 2008 | 9 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Canonical regression models for exponential families
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Canonical regression models for exponential families Canonical regression models for exponential families](/preview/png/1145134.png)
چکیده انگلیسی
Every canonical exponential family generates a regression model that is also a canonical exponential family. For example, for the normal it is the set of say n normal observations, with means and variances of the form μN=yNâ²w/zNâ²w and vN=1/zNâ²w for 1â¤Nâ¤n, where w is the canonical regression parameter and {yN,zN} are known vectors of the same dimension. This is a much richer model than the usual linear regression model with means and variances μN=xNâ²Î² and vN=v for 1â¤Nâ¤n. We give the first few terms of the Edgeworth-Cornish-Fisher expansions for the distribution, density and quantiles of any smooth function of the maximum likelihood estimate of w, and the associated expansion for the confidence limit of any smooth function of w.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of the Korean Statistical Society - Volume 37, Issue 2, June 2008, Pages 119-127
Journal: Journal of the Korean Statistical Society - Volume 37, Issue 2, June 2008, Pages 119-127
نویسندگان
Christopher S. Withers, Saralees Nadarajah,