19928.基于經(jīng)驗(yàn)似然的單指標(biāo)模型的統(tǒng)計(jì)診斷

1、聲明本學(xué)位論文是我在導(dǎo)師的指導(dǎo)下取得的研究成果，盡我所知，在本學(xué)位論文中，除了加以標(biāo)注和致謝的部分外，不包含其他人已經(jīng)發(fā)表或公布過(guò)的研究成果，也不包含我為獲得任何教育機(jī)構(gòu)的學(xué)位或?qū)W歷而使用過(guò)的材料。與我一同工作的同事對(duì)本學(xué)位論文做出的貢獻(xiàn)均己在論文中作了明確的說(shuō)明。如l羅年弓月巧日學(xué)位論文使用授權(quán)聲明南京理工大學(xué)有權(quán)保存本學(xué)位論文的電子和紙質(zhì)文檔，可以借閱或上網(wǎng)公布本學(xué)位論文的部分或全部?jī)?nèi)容，可以向有關(guān)部門(mén)或機(jī)構(gòu)送交并授權(quán)其保存、借閱或

2、上網(wǎng)公布本學(xué)位論文的部分或全部?jī)?nèi)容。對(duì)于保密論文，按保密的有關(guān)規(guī)定和程序處理。研究生簽名：篚遮矽步年弓局歹日Abs廿Iact碩士學(xué)位論文AbstractInrecentyears，mOreandmorepeOplepayanentiontothesin91e—indexmodelbecauseofitswideapplicationinfinancialeconomicsandbiomedicalfleldsThisp印erstudie

3、sthestatisticaldiagnosisofthesingle—indexmodelbasedontheempiricallikeIihoodmethodFirstofall，westudytheestimationofthepar鋤eter臼andnonpar鋤eter，7(“)ofthismodel，whichisthetheoreticalbaSisforthestatisticaldiagnosisWeapplythee

4、mpirical1ikelihoodmetllodtothesingIe—indexmodeI，thuswegetthegeneralizedestimatingequation，thenwecangettheestimationofthenonparametercomponents叩(“)bythe10calIinearestimationandgettheestimationoftheparametercomponents仔byth

5、eempirical1ikelihoodmethodFinany，weshouldproVetheir1agersamplepropertiesof曰，Whichincludingtheconsistencyandasymptoticdistributionof目andtheasymptoticnonllalityof77(“)。Secondly，westudythecasedeletionmodelandthelocalinnuenc

6、eanalysisofsingle—indexmodelandobtainthediagnosticalstatisticForthecasedeletionmodeI，Ⅵ屯derivetheestimationof口(i)andgiVetheapproximatiVerelationshipbetween日and臼(f)WedefineappmpriatedistancetomeaSure臼and臼(f)Fort11e10calinn

7、uenceanalysis，wegivemediagnosticalstatisticandtlleapproximatefomulas，Thirdly，t、Voexamplesaregiventothesingle—indexmodel，onthebasisoftheoreticalanaIysis，weVerifytherationaIityande臟ctiVenessoftheestimationanddiagnosisbynl】