One-step statistical estimation method for generalized linear models

DOI10.1007/S00362-025-01755-1MaRDI QIDQ6912381zbMATH OpenFDO

Authors Alexandre Brouste, Lilit Hovsepyan, Irene Votsi

Publication date 22 October 2025

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00362-025-01755-1

zbMATH Keywords

asymptotic efficiencyFisher scoringinsurance datamaximum likelihood estimatorMonte-Carlo simulations

Mathematics Subject Classification ID

Point estimation (62F10) Generalized linear models (logistic models) (62J12) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites work

• Asymptotic theory of nonlinear least squares estimation
• Bayesian inference for generalized linear model with linear inequality constraints
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Correction to: Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Efficient estimation of stable Lévy process with symmetric jumps
• Fast and asymptotically efficient estimation in the Hawkes processes
• Fast calibration of weak Farima models
• Fast Generalized Linear Models by Database Sampling and One-Step Polishing
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• Hybrid multi-step estimators for stochastic differential equations based on sampled data
• Method of moments estimators and multi-step MLE for Poisson processes
• On approximation of BSDE and multi-step MLE-processes
• On multi-step MLE-process for Markov sequences
• On the estimation of mixtures of Poisson regression models with large number of components
• On the multi-step MLE-process for ergodic diffusion
• One-step closed-form estimator for generalized linear model with categorical explanatory variables
• One-step estimation for the fractional Gaussian noise at high-frequency

This page was built for publication: One-step statistical estimation method for generalized linear models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6912381)