Practical Small-Sample Asymptotics for Regression Problems

DOI10.2307/2291660zbMath0869.62049OpenAlexW4253897203MaRDI QIDQ3129045

Martin T. Wells, Robert L. Strawderman, George Casella

Publication date: 27 April 1997

Full work available at URL: https://hdl.handle.net/1813/31857

zbMATH Keywords

saddlepoint approximationmaximum likelihood estimationlogistic regressionGibbs samplerMonte Carlo integrationestimating equationsconfidence setslink functionsdistribution of regression coefficients

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Generalized linear models (logistic models) (62J12) Probabilistic methods, stochastic differential equations (65C99)

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