Likelihood inference in the errors-in-variables model

DOI10.1006/jmva.1996.0055zbMath0865.62032OpenAlexW1997592175MaRDI QIDQ1817490

Susan A. Murphy, Aad W. van der Vaart

Publication date: 17 July 1997

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/8edba4bb02971ac8f9726d5017107679cbfaedf8

zbMATH Keywords

asymptotic normalityasymptotic efficiencylikelihood ratio statisticmaximum likelihood estimatorasymptotic consistencyconfidence regionsmixture modelsemi-parametric modelerrors-in-variables modelnormal errorsDonsker classesefficient score equationcompletely unknown distributionleast favorable submodels

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric tolerance and confidence regions (62G15)

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