含估计参数的加权经验过程

张军舰

系统科学与数学 ›› 2009, Vol. 29 ›› Issue (5) : 608-616.

PDF(344 KB)
PDF(344 KB)
系统科学与数学 ›› 2009, Vol. 29 ›› Issue (5) : 608-616. DOI: 10.12341/jssms08399
论文

含估计参数的加权经验过程

    张军舰
作者信息 +

The Weighted Empirical Processes with Estimated Parameters

    ZHANG Junjian
Author information +
文章历史 +

摘要

在讨论(广义)非参数似然比拟合优度检验时,加权经验过程理论是一个非常重要的基础.但对含估计参数的加权经验过程理论,目前文献中很少讨论.对含估计参数的加权经验过程的上界型和积分型两种统计量的近似分布进行了讨论,给出了较一般的结果.所得结论可以为进一步讨论复合零假设下(广义)非参似然比拟合优度检验提供理论基础.

Abstract

The theory of weighted empirical processes is an important element for (generalized) nonparametric likelihood ratio goodness of fit test. There are few papers to discuss the weighted empirical processes with estimated parameters. This paper is concerned with the approximation distribution of the weighted empirical processes systematically. The results will provide a certain theoretical basis for (generalized) nonparametric likelihood ratio goodness of fit test with estimated parameters.

关键词

加权经验过程 / 估计参数 / 拟合优度检验.

Key words

The weighted empirical processes / estimated parameter / goodness of fit.

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张军舰. 含估计参数的加权经验过程. 系统科学与数学, 2009, 29(5): 608-616. https://doi.org/10.12341/jssms08399
ZHANG Junjian. The Weighted Empirical Processes with Estimated Parameters. Journal of Systems Science and Mathematical Sciences, 2009, 29(5): 608-616 https://doi.org/10.12341/jssms08399
中图分类号: 62E20   
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