The asymptotic properties of ML estimators when sampling from associated populations

Cited In (43)

Left-censored dementia incidences in estimating cohort effects
Retrospective sampling of survival data based on a Poisson birth process: conditional maximum likelihood
Asymptotic normality of the maximum likelihood estimate in the independent not identically distributed case
ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS
Optimal rank set sampling estimates for a population proportion
Testing the validity of a link function assumption in repeated type-II censored general step-stress experiments
Estimation of a common mean vector in bivariate meta-analysis under the FGM copula
Asymptotic variances of maximum likelihood estimator for the correlation coefficient from a BVN distribution with one variable subject to censoring
Inference for a gradually deteriorating system with imperfect maintenance
Investigating non-inferiority or equivalence in time-to-event data under non-proportional hazards
Convergence rate of MLE in generalized linear and nonlinear mixed-effects models: Theory and applications
Asymptotically Efficient Noniterative Estimators of A Common Parameter From Independent Samples
Segmented linear regression models applied to the analysis of data from a cross-sectional growth experiment
Measurement errors, linear calibration and inferences for means
Consistency for the negative binomial regression with fixed covariate
Alternatives to maximum likelihood estimation based on spacings and the Kullback-Leibler divergence
An implicit function based procedure for analyzing maximum likelihood estimates from nonidentically distributed data
Strong consistency of the maximum likelihood estimator in generalized linear and nonlinear mixed-effects models
Asymptotic normality of the maximum likelihood estimate in arbitrary stochastic processes
An asymptotic analysis of the regret risk in discriminant analysis under various training schemes.
Stochastic analysis of covariance when the error distribution is long-tailed symmetric
On restricted hypotheses in extreme value regression models
Properties of a one-sided likelihood ratio test as applied to pool screening
Data-driven pricing for a new product
Estimation and tests of hypotheses for the initial mean and covariance in the kalman filter model
Correcting for nonlinear measurement errors in the dependent variable in the general linear model
The first-order Markov conditional linear expectation approach for analysis of longitudinal Data
A variance component test for mixed hidden Markov models
Skew-normal distribution in the multivariate null intercept measurement error model
Asymptotic inference for maximum likelihood estimators under the special exponential family with double-truncation
Matched case-control study with reporting bias
Some asymptotic results for semiparametric nonlinear mixed-effects models with incomplete data
High-dimensional factor copula models with estimation of latent variables
Comparison to control in logistic regression
Burr regression and portfolio segmentation
Hypotheses Testing on a Multivariate Null Intercept Errors-in-Variables Model
Testing equality of proportions with incomplete correlated data
Statistical inference for a general class of distributions with time-varying parameters
On ties in triple comparisons
An approximate method for generalized linear and nonlinear mixed effects models with a mechanistic nonlinear covariate measurement error model
Confidence intervals for a population proportion based on a ranked set sample
Zero‐Altered and other Regression Models for Count Data with Added Zeros
Maximum likelihood estimation for joint mean-covariance models from unbalanced repeated-measures data

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