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| Maximum Information and Optimum Estimating Function |
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Citation： |
LIN Lu.Maximum Information and Optimum Estimating Function[J].Chinese Annals of Mathematics B,2003,24(3):349~358 |
| Page view： 1220
Net amount： 757 |
Authors： |
LIN Lu; |
Foundation： |
Project supported by the National Natural Science Foundation of China (No.10171051), and Youth
Teacher Foundation of Nankai University. |
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| Abstract： |
In order to construct estimating functions in some parametric models, this paper introduces
two classes of information matrices. Some necessary and sufficient conditions for the information
matrices achieving their upper bounds are given. For the problem of estimating the median,
some optimum estimating functions based on the information matrices are acquired. Under
some regularity conditions, an approach to carrying out the best basis function is introduced. In
nonlinear regression models, an optimum estimating function based on the information matrices
is obtained. Some examples are given to illustrate the results. Finally, the concept of optimum
estimating function and the methods of constructing optimum estimating function are developed
in more general statistical models. |
Keywords： |
Quasi (pseudo) Fisher information, Estimating function, Quasi score,
Nonlinear regression model, Median regression model |
Classification： |
62B10, 62F10 |
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