Geometry of exponential type regression models and asymptotic inference
type: Item
instance of: scholarly article
title: Geometry of exponential type regression models and asymptotic inference
zbMATH Open document ID: 0809.62055
DOI: 10.1007/BF02662002
author: Yangming Ma
author: Bocheng Wei
published in: Applied Mathematics. Series B (English Edition)
publication date: 1995-03-29T00:00:00Z
review text: Exponential type regression models with the density function: \[ f(y,\theta, \sigma^ 2) = \exp \{-b(y, \theta)/ \sigma^ 2 + c(y, \sigma^ 2)\} \] are considered, where the components of the observed vector \(y = (y_ 1, \dots, y_ n)\) are independent, \(\theta = (\theta_ 1, \dots, \theta_ n)\) is the natural parameter, which is always associated with a \(p \times 1\) vector of unknown parameters \(\beta\) by \(\theta = \theta(\beta)\), \(\beta\) varies in a compact set of \(R^ n\), \(\sigma^ 2\) is the dispersion parameter, \[ b(y,\theta) = \sum_ t b_ t (y_ t, \theta_ t), \] and \(b_ t (\cdot, \cdot)\) and \(c(\cdot, \cdot)\) are known functions. The stochastic expansions relating to the estimate are derived. The biases and the covariances related to the estimate may be calculated based on the expansions.
reviewed by: Nikolai N. Leonenko
Mathematics Subject Classification ID: 62J02
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62J10
zbMATH DE Number: 549490
zbMATH Keywords: exponential type regression models
zbMATH Keywords: curvature
zbMATH Keywords: information
zbMATH Keywords: stochastic expansions
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf02662002
OpenAlex ID: W2026195312
description: scientific article; zbMATH DE number 549490