Two likelihood-based semiparametric estimation methods for panel count data with covariates

DOI10.1214/009053607000000181zbMath1126.62084arXivmath/0509132MaRDI QIDQ142028

Jon A. Wellner, Ying Zhang, Jon A. Wellner, Ying Zhang

Publication date: 1 October 2007

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0509132

zbMATH Keywords

information matrix; consistency; asymptotic normality; empirical processes; asymptotic efficiency; maximum likelihood; asymptotic distributions; Poisson process; monotone functions; counting process; pseudo-likelihood estimators

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62G08: Nonparametric regression and quantile regression

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

60F05: Central limit and other weak theorems

62M09: Non-Markovian processes: estimation

60F17: Functional limit theorems; invariance principles

Related Items

Two likelihood-based semiparametric estimation methods for panel count data with covariates, BCA1SG, Higher order semiparametric frequentist inference with the profile sampler

Uses Software

• Mathematica

Cites Work

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