Asymptotics and bootstrap for inverse Gaussian regression

DOI10.1007/BF00049290MaRDI QIDQ1817409zbMATH OpenOpenAlexFDO

Authors G. Jogesh Babu, Y. P. Chaubey

Publication date 7 January 1997

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

Full work available at URL https://doi.org/10.1007/bf00049290

zbMATH Keywords

bootstrapstrong consistencyweak convergencechi-square distributioninverse Gaussian distributionpseudo maximum likelihood estimatorsreciprocal of the mean

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear inference, regression (62J99) Asymptotic distribution theory in statistics (62E20)

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Cites work

• scientific article; zbMATH DE number 3928120 (Why is no real title available?)
• scientific article; zbMATH DE number 3976165 (Why is no real title available?)
• scientific article; zbMATH DE number 3635287 (Why is no real title available?)
• scientific article; zbMATH DE number 194933 (Why is no real title available?)
• A Normalizing Logarithmic Transformation for Inverse Gaussian Random Variables
• A regression method for censored inverse-Gaussian data
• Analysis of Two-Factor Experiments Under an Inverse Gaussian Model
• Edgeworth expansions for errors-in-variables models
• Estimation for a linear regression model with unknown diagonal covariance matrix
• Fatigue Failure Models ߝ Birnbaum-Saunders vs. Inverse Gaussian
• On the Inverse Gaussian Distribution Function
• Statistical Properties of Inverse Gaussian Distributions. I
• The Inverse Gaussian Distribution as a Lifetime Model

Cited in

(7)

• Optimal design for an inverse Gaussian regression model
• Estimation in inverse Gaussian regression: Comparison of asymptotic and bootstrap distributions
• On a Conjecture concerning Inverse Gaussian Regression
• Linear regression through the origin with constant coefficient of variation for the inverse gaussian distribution
• Performance of ridge estimator in inverse Gaussian regression model
• Re-formulation of inverse Gaussian, reciprocal inverse Gaussian, and Birnbaum-Saunders kernel estimators
• Local linear smoothers using inverse Gaussian regression

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