Likelihood inference in the errors-in-variables model

DOI10.1006/jmva.1996.0055zbMath0865.62032MaRDI QIDQ1817490

Susan A. Murphy, Aad W. van der Vaart

Publication date: 17 July 1997

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/8edba4bb02971ac8f9726d5017107679cbfaedf8

zbMATH Keywords

asymptotic normality; asymptotic efficiency; likelihood ratio statistic; maximum likelihood estimator; asymptotic consistency; confidence regions; mixture model; semi-parametric model; errors-in-variables model; normal errors; Donsker classes; efficient score equation; completely unknown distribution; least favorable submodels

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62F25: Parametric tolerance and confidence regions

62G20: Asymptotic properties of nonparametric inference

62J05: Linear regression; mixed models

62G15: Nonparametric tolerance and confidence regions

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