Exponential family nonlinear models:
Gespeichert in:
1. Verfasser: | |
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Format: | Buch |
Sprache: | German |
Veröffentlicht: |
Singapore [u.a.]
Springer
1998
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Schriftenreihe: | Lecture notes in statistics
130 |
Schlagworte: | |
Online-Zugang: | Inhaltsverzeichnis |
Beschreibung: | IX, 230 S. graph. Darst. |
ISBN: | 9813083298 |
Internformat
MARC
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650 | 4 | |a Familles exponentielles (Statistique) | |
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Datensatz im Suchindex
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adam_text | BO-CHENG WEI EXPONENTIAL FAMILY NONLINEAR MODELS SPRINGER CONTENTS 1
EXPONENTIAL FAMILY- 1 1.1 EXPONENTIAL FAMILY 1 1.2 LIKELIHOOD 7 1.3
LIKELIHOOD RATIO AND DEVIANCE 9 2 EXPONENTIAL FAMILY NONLINEAR MODELS 13
2.1 DEFINITION 13 2.2 LIKELIHOOD . . 19 2.3 COMPUTATION AND EXAMPLES 24
3 GEOMETRIC FRAMEWORK 29 3.1 INTRODUCTION 29 3 .2 GEOMETRY IN
EXPECTATION PARAMETER SPACE 31 3.2.1 CURVATURE ARRAYS 32 3.2.2
DIRECTIONAL CURVATURES AND MAXIMUM CURVATURES ... 35 3.2.3 PARAMETER
TRANSFORMATION 40 3.3 GEOMETRY IN NATURAL PARAMETER SPACE 44 3.4 SOME
SPECIFIC MODELS 49 3.4.1 NORMAL NONLINEAR REGRESSION MODELS 49 3.4.2
GENERALIZED LINEAR MODELS 49 3.4.3 ONE-PARAMETER MODEL AND EFRON
CURVATURE 51 4 SOME SECOND ORDER ASYMPTOTICS 55 4.1 STOCHASTIC
EXPANSIONS 56 4.2 APPROXIMATE BIAS AND VARIANCE 64 4.3 INFORMATION LOSS
71 VLL VIII CONTENTS 4.4 OBSERVED INFORMATION AND FISHER INFORMATION 76
5 CONFIDENCE REGIONS 83 5.1 INTRODUCTION 84 5.2 LIKELIHOOD REGION IN
TERMS OF CURVATURES 86 5.2.1 TANGENT SPACE PROJECTION OF LIKELIHOOD
REGION 86 5.2.2 INFLUENCE OF CURVATURE MEASURES 90 5.3 CONFIDENCE
REGIONS FOR PARAMETER SUBSETS 93 5.3.1 REGION BASED ON LIKELIHOOD RATIO
STATISTIC 94 5.3.2 REGION BASED ON SCORE STATISTIC 96 6 DIAGNOSTICS AND
INFLUENCE ANALYSIS 101 6.1 INTRODUCTION 101 6.2 ANALYSIS OF DIAGNOSTIC
MODELS 105 6.2.1 DIAGNOSTIC MODELS 105 6.2.2 REGRESSION COEFFICIENTS -
106 6.2.3 DEVIANCE AND DISPERSION PARAMETER : . . . . 109 6.2.4 SCORE
STATISTIC OF OUTLIER 112 6.3 INFLUENCE DIAGNOSTICS BASED ON CASE
DELETION 116 6.3.1 DIAGNOSTICS BASED ON WEIGHTED LEAST SQUARES 116 6.3.2
DIAGNOSTICS BASED ON DEVIANCE 119 6.4 LOCAL INFLUENCE ANALYSIS 123
6.4.1 PERTURBED MODELS 123 6.4.2 RANDOM PERTURBATION SCHEME 128 6.5
GENERALIZED LEVERAGE 136 6.5.1 DEFINITION AND COMPUTATION 136 6.5.2
GENERALIZED LEVERAGE AND LOCAL INFLUENCE 140 6.6 DIAGNOSTICS FOR VARYING
DISPERSION 141 6.6.1 LIKELIHOOD RATIO AND SCORE STATISTICS 142 6.6.2
ADJUSTED LIKELIHOOD RATIO AND SCORE STATISTICS 147 6.6.3 EXAMPLES 155
6.6.4 SIMULATION STUDY .-.** 158 7 EXTENSION 165 7.1 CURVED EXPONENTIAL
FAMILIES 166 7.1.1 INTRODUCTION AND GEOMETRIC FRAMEWORK . 166 CONTENTS
IX 7.1.2 STATISTICAL ANALYSIS 167 7.2 MULTINOMIAL NONLINEAR MODELS .
170 7.3 EMBEDDED MODELS 174 7.4 QUASI-LIKELIHOOD MODELS 177 7.5
COVARIANCE STRUCTURE MODELS 179 APPENDIX 185 A MATRIX AND ARRAY 185 A.I
PROJECTION IN WEIGHTED INNER PRODUCT SPACE 185 A.2 ARRAY MULTIPLICATION
188 A.3 DIFFERENTIATION OF VECTOR AND MATRIX 191 B SOME ASYMPTOTIC
RESULTS 195 B.I NOTATION AND PREPARATION 195 B.2 NECESSARY CONDITION OF
CONSISTENCY 196 B.3 CONSISTENCY AND ASYMPTOTIC NORMALITY 199 B.4
ASYMPTOTIC NUMERICAL STABILITY OF ITERATIONS 208 BIBLIOGRAPHY 211 AUTHOR
INDEX 223 SUBJECT INDEX 227
|
any_adam_object | 1 |
author | Wei, Bo-Cheng 1937- |
author_GND | (DE-588)173229034 |
author_facet | Wei, Bo-Cheng 1937- |
author_role | aut |
author_sort | Wei, Bo-Cheng 1937- |
author_variant | b c w bcw |
building | Verbundindex |
bvnumber | BV012167833 |
callnumber-first | Q - Science |
callnumber-label | QA276 |
callnumber-raw | QA276.7 |
callnumber-search | QA276.7 |
callnumber-sort | QA 3276.7 |
callnumber-subject | QA - Mathematics |
classification_rvk | QH 234 SI 856 |
classification_tum | MAT 622f MAT 626f |
ctrlnum | (OCoLC)37044008 (DE-599)BVBBV012167833 |
dewey-full | 519.5/2 |
dewey-hundreds | 500 - Natural sciences and mathematics |
dewey-ones | 519 - Probabilities and applied mathematics |
dewey-raw | 519.5/2 |
dewey-search | 519.5/2 |
dewey-sort | 3519.5 12 |
dewey-tens | 510 - Mathematics |
discipline | Mathematik Wirtschaftswissenschaften |
format | Book |
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id | DE-604.BV012167833 |
illustrated | Illustrated |
indexdate | 2024-07-09T18:22:53Z |
institution | BVB |
isbn | 9813083298 |
language | German |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008243124 |
oclc_num | 37044008 |
open_access_boolean | |
owner | DE-824 DE-19 DE-BY-UBM DE-739 DE-384 DE-355 DE-BY-UBR DE-703 DE-91G DE-BY-TUM DE-706 DE-83 |
owner_facet | DE-824 DE-19 DE-BY-UBM DE-739 DE-384 DE-355 DE-BY-UBR DE-703 DE-91G DE-BY-TUM DE-706 DE-83 |
physical | IX, 230 S. graph. Darst. |
publishDate | 1998 |
publishDateSearch | 1998 |
publishDateSort | 1998 |
publisher | Springer |
record_format | marc |
series | Lecture notes in statistics |
series2 | Lecture notes in statistics |
spelling | Wei, Bo-Cheng 1937- Verfasser (DE-588)173229034 aut Exponential family nonlinear models Bo-Cheng Wei Singapore [u.a.] Springer 1998 IX, 230 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Lecture notes in statistics 130 Familles exponentielles (Statistique) Niet-lineaire modellen gtt Pesquisa e planejamento (estatistica) larpcal Statistiek gtt Théories non linéaires Verdelingen (statistiek) gtt Statistik Exponential families (Statistics) Nonlinear theories Verallgemeinertes lineares Modell (DE-588)4124382-1 gnd rswk-swf Exponentialfamilie (DE-588)4372302-0 gnd rswk-swf Exponentialfamilie (DE-588)4372302-0 s Verallgemeinertes lineares Modell (DE-588)4124382-1 s DE-604 Lecture notes in statistics 130 (DE-604)BV002447846 130 GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008243124&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
spellingShingle | Wei, Bo-Cheng 1937- Exponential family nonlinear models Lecture notes in statistics Familles exponentielles (Statistique) Niet-lineaire modellen gtt Pesquisa e planejamento (estatistica) larpcal Statistiek gtt Théories non linéaires Verdelingen (statistiek) gtt Statistik Exponential families (Statistics) Nonlinear theories Verallgemeinertes lineares Modell (DE-588)4124382-1 gnd Exponentialfamilie (DE-588)4372302-0 gnd |
subject_GND | (DE-588)4124382-1 (DE-588)4372302-0 |
title | Exponential family nonlinear models |
title_auth | Exponential family nonlinear models |
title_exact_search | Exponential family nonlinear models |
title_full | Exponential family nonlinear models Bo-Cheng Wei |
title_fullStr | Exponential family nonlinear models Bo-Cheng Wei |
title_full_unstemmed | Exponential family nonlinear models Bo-Cheng Wei |
title_short | Exponential family nonlinear models |
title_sort | exponential family nonlinear models |
topic | Familles exponentielles (Statistique) Niet-lineaire modellen gtt Pesquisa e planejamento (estatistica) larpcal Statistiek gtt Théories non linéaires Verdelingen (statistiek) gtt Statistik Exponential families (Statistics) Nonlinear theories Verallgemeinertes lineares Modell (DE-588)4124382-1 gnd Exponentialfamilie (DE-588)4372302-0 gnd |
topic_facet | Familles exponentielles (Statistique) Niet-lineaire modellen Pesquisa e planejamento (estatistica) Statistiek Théories non linéaires Verdelingen (statistiek) Statistik Exponential families (Statistics) Nonlinear theories Verallgemeinertes lineares Modell Exponentialfamilie |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008243124&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
volume_link | (DE-604)BV002447846 |
work_keys_str_mv | AT weibocheng exponentialfamilynonlinearmodels |