Approximate maximum likelihood estimation in linear regression

DOI10.1007/BF00773670MaRDI QIDQ1260703zbMATH OpenOpenAlexFDO

Authors Michael A. Magdalinos

Publication date 25 August 1993

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00773670

zbMATH Keywords

confidence intervalbiasasymptotic relative efficiencycumulantsleast squares estimatorapproximate maximum likelihooditeration methodsslope parametersAMLapproximate information matrixinverse AIMlog likelihood of the disturbancesstandardized cumulantsunobserved errors

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

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• Adaptive estimation of non–linear regression models
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• Monte Carlo evidence on adaptive maximum likelihood estimation of a regression
• On adaptive estimation
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• Semi-Nonparametric Maximum Likelihood Estimation
• Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications

Cited in

(4)

• scientific article; zbMATH DE number 418922 (Why is no real title available?)
• Inference about the slope in linear regression: an empirical likelihood approach
• A maximum likelihood prediction function for the linear model with consistency results
• An approximate maximum likelihood procedure for parameter estimation in multivariate discrete data regression models

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