Journal article
Second-order asymptotic efficiency of PMLE in generalized linear models
Statistics & probability letters, v 24(3), pp 273-279
1995
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Abstract
In this paper, the author discusses the second-order asymptotic efficiency of pseudo-maximum likelihood estimator of β based on
Y
i
=
f(
X
i
,
β) +
g(
T
i
) +
ϵ
i
,
i = 1, …,
n, where
X
i
,
T
i
,
ϵ
i
are independent, (·, ·) is known, but
g is unknown,
ϵ ∼
φ(·) is known with mean 0 and variance
σ
2.
Metrics
Details
- Title
- Second-order asymptotic efficiency of PMLE in generalized linear models
- Creators
- Hua Liang - Academia SinicaHualou Liang - School of Biomedical Engineering, Science, and Health Systems (1997-)
- Publication Details
- Statistics & probability letters, v 24(3), pp 273-279
- Publisher
- Elsevier
- Resource Type
- Journal article
- Language
- English
- Academic Unit
- School of Biomedical Engineering, Science, and Health Systems
- Web of Science ID
- WOS:A1995RR71900016
- Scopus ID
- 2-s2.0-48549104689
- Other Identifier
- 991019320709204721
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InCites Highlights
Data related to this publication, from InCites Benchmarking & Analytics tool:
- Web of Science research areas
- Statistics & Probability