利用 Bartlett 第二等式來推論模型假設錯誤下的變異數函數;Inference for the variance function using the breakdown of Bartlett’s second identity under model misspecification

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/54293

Title:	利用 Bartlett 第二等式來推論模型假設錯誤下的變異數函數;Inference for the variance function using the breakdown of Bartlett’s second identity under model misspecification
Authors:	陳冠甫;Chen,Guan-fu
Contributors:	統計研究所
Keywords:	普瓦松分配;費雪訊息;過離散;Bartlett 第二等式;Bartlett’s second identity;Poisson distribution;fisher information;overdispersion
Date:	2012-06-28
Issue Date:	2012-09-11 18:43:18 (UTC+8)
Publisher:	國立中央大學
Abstract:	本文之目的在利用模型假設錯誤時，Bartlett第二等式的違背，提出一個變異數函數的推論方法，而重點則在變異數函數中過離散係數的部分。我們並使用拔靴法來估計過離散係數估計量的變異數。The Bartlett’s second identity collapses when model assumption is mistaken. We adopt the Poisson distribution as the working model and employ the breakdown of the Bartlett’s second identity to make inference about the overdispersion coefficients of count responses.
Appears in Collections:	[Graduate Institute of Statistics] Electronic Thesis & Dissertation

Files in This Item:

File	Description	Size	Format
index.html		0Kb	HTML	532	View/Open

社群 sharing