Two likelihood-based semiparametric estimation methods for panel count data with covariates
DOI10.1214/009053607000000181zbMath1126.62084arXivmath/0509132MaRDI QIDQ142028
Jon A. Wellner, Ying Zhang, Jon A. Wellner, Ying Zhang
Publication date: 1 October 2007
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0509132
information matrix; consistency; asymptotic normality; empirical processes; asymptotic efficiency; maximum likelihood; asymptotic distributions; Poisson process; monotone functions; counting process; pseudo-likelihood estimators
62F12: Asymptotic properties of parametric estimators
62G08: Nonparametric regression and quantile regression
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60F05: Central limit and other weak theorems
62M09: Non-Markovian processes: estimation
60F17: Functional limit theorems; invariance principles
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