Approximate maximum likelihood estimation in linear regression

DOI10.1007/BF00773670zbMath0786.62069MaRDI QIDQ1260703

Michael A. Magdalinos

Publication date: 25 August 1993

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

zbMATH Keywords

cumulants; asymptotic relative efficiency; approximate information matrix; bias; confidence interval; least squares estimator; iteration methods; approximate maximum likelihood; slope parameters; AML; inverse AIM; log likelihood of the disturbances; standardized cumulants; unobserved errors

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62J05: Linear regression; mixed models

Cites Work

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