Consistency and Asymptotic Normality of the Mazimum Likelihood Estimator in a Zero-inflated Poisson Mizture Distributions

摘要：

Zero-inflated Poisson (ZIP) regression is a model for count data with excess zeros. It assumes that with probability p the only possible observation is 0, and with probability 1-p, a Poisson (λ) random variable is observed. In this paper, we use conditional distribution to investigate consistency and asymptotic properties of the maximum likelihood estimates (MLEs)in ZIP regression model.

关键词： Zero-inflated Poisson Mazimum Likelihood Estimator Consistency and Asymptotic Normality

作者: YANG Aijun YANG Zhenhai

作者单位: College of Applied Science, Beijing University of Technology, P.R.China, 100124

会议类型: 国际会议

会议名称: 2009 International Institute of Applied Statistics Studies(2009 国际应用统计学术研讨会)

会议地点: 青岛

会议语种:英文

页码: 1-5

在线出版日期: 2009-07-25（万方平台首次上网日期，不代表论文的发表时间）