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)

zbMATH Keywords

asymptotic efficiencyFisher scoringmaximum likelihood estimatorMonte-Carlo simulationsinsurance data

Mathematics Subject Classification ID

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

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