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1篇 您的检索式:作者名="FANYUNZHENG"
    题名 作者 年代 出处 被引量
1ITERATIVE QUASI-LIKELIHOOD FOR SEEMINGLY UNRELATED REGRESSION SYSTEMS显示文摘In the seemingly unrelated regression systems, the existing quasi-likelihood is always involved in the difficult problem of calculating inverse of a high order matrix specially for large systems. To avoid this problem, the new quasi-likelihood proposed in this paper is based mainly on a linearly iterative process of some unbiased estimating functions.Some finite sample properties and asymptotic behaviours for this new quasi-likelihood are investigated. These results show that the new quasi-likelihood for parameter of interest is E-sufficient, iteratively efficient and approximately efficient. Some examples are given to illustrate the theoretical results.LINLU FANYUNZHENG DUJUN YUANYUAN 2005Chinese Annals of Mathematics,Series B2005,26,3:0
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