Modified maximum likelihood estimation in Poisson structural measurement error models

MaRDI QIDQ4899566zbMATH OpenFDO

Authors

Publication date 8 January 2013

zbMATH Keywords

estimatemodified maximum likelihood estimatePoisson errorstrong consistency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• A corrected T(q)-likelihood estimator for the exponential structural measurement error model
• Corrected T(q)-likelihood estimator in a generalized linear structural regression model with measurement errors
• scientific article; zbMATH DE number 5159106
• Three estimators for the Poisson regression model with measurement errors
• A comparison of asymptotic covariance matrices of three consistent estimators in the Poisson regression model with measurement errors

Cited in

(8)

• Three estimators for the Poisson regression model with measurement errors
• A comparison of asymptotic covariance matrices of three consistent estimators in the Poisson regression model with measurement errors
• A corrected T(q)-likelihood estimator for the exponential structural measurement error model
• The uniqueness of the quasi-likelihood estimator in the Poisson model with an error in the regressor
• Corrected T(q)-likelihood estimator in a generalized linear structural regression model with measurement errors
• Comparison of estimates in the Poisson regression model with measurement errors
• A note on consistent estimation of Kullback-Leibler discrepancy in Poisson regression
• Asymptotic normality of the corrected T(q)-likelihood estimator in the exponential structural errors-in-variables model

This page was built for publication: Modified maximum likelihood estimation in Poisson structural measurement error models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4899566)