Asymptotics and bootstrap for inverse Gaussian regression

DOI10.1007/BF00049290zbMATH Open0861.62017OpenAlexW1992499888MaRDI QIDQ1817409FDOQ1817409

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

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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)

Cites Work

• Statistical Properties of Inverse Gaussian Distributions. I
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• Fatigue Failure Models ߝ Birnbaum-Saunders vs. Inverse Gaussian
• On the Inverse Gaussian Distribution Function
• The Inverse Gaussian Distribution as a Lifetime Model
• Estimation for a linear regression model with unknown diagonal covariance matrix
• A regression method for censored inverse-Gaussian data
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• Edgeworth expansions for errors-in-variables models
• Analysis of Two-Factor Experiments Under an Inverse Gaussian Model
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• A Normalizing Logarithmic Transformation for Inverse Gaussian Random Variables

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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