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摘要: 给出半参数非线性回归模型的t-型估计及其EM算法, 同时获得估计的相合性及渐近正态性. 并基于EM算法中的Q函数, 研究了半参数非线性回归模型的统计诊断方法. 最后, 用一个模拟例子和一个实际例子验证了本文提出的t-型估计和诊断方法的有效性.Abstract: t-type regression estimators for the semiparametric nonlinear models were defined, and the EM algorithm for the t-type estimators were given. Moreover, the consistency of t-type regression estimators was obtained. And on the basis of the Q-function in the EM algorithm, statistical diagnostics methods were investigated. Finally, the proposed algorithm was tested by simulation analysis and by a real data sample.
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