Pseudo maximum likelihood estimation: The asymptotic distribution (Q1073485): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1214/aos/1176349862 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2026503268 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Revision as of 22:53, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pseudo maximum likelihood estimation: The asymptotic distribution |
scientific article |
Statements
Pseudo maximum likelihood estimation: The asymptotic distribution (English)
0 references
1986
0 references
\textit{G. Gong} and \textit{F. J. Samaniego} [ibid. 9, 861-869 (1981; Zbl 0471.62032)] define pseudo maximum likelihood estimation and derive the asymptotic distribution of the resulting estimates. This note gives a simpler and more elegant expression for the asymptotic variance of a pseudo maximum likelihood estimate.
0 references
asymptotics
0 references
relative efficiency
0 references
pseudo maximum likelihood estimation
0 references
asymptotic variance
0 references
