Second-order asymptotic efficiency of PMLE in generalized linear models

DOI10.1016/0167-7152(94)00184-AMaRDI QIDQ1903154zbMATH OpenOpenAlexFDO

Authors Hua Liang

Publication date 21 April 1996

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(94)00184-a

zbMATH Keywords

generalized linear modelpseudo- maximum likelihood estimatorsecond-order asymptotic efficiency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12)

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Cites work

• Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
• Asymptotic expansions related to minimum contrast estimators
• scientific article; zbMATH DE number 3507791 (Why is no real title available?)
• scientific article; zbMATH DE number 3224089 (Why is no real title available?)
• scientific article; zbMATH DE number 3251886 (Why is no real title available?)
• scientific article; zbMATH DE number 3373226 (Why is no real title available?)
• scientific article; zbMATH DE number 3416832 (Why is no real title available?)

Cited in

(5)

• Pseudo maximum likelihood estimation: The asymptotic distribution
• scientific article; zbMATH DE number 913285 (Why is no real title available?)
• Second order asymptotic efficiency in a partial linear model
• Estimating the parametric component of nonlinear partial spline model
• Sieve least squares estimation for partially nonlinear models

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