Three estimators for the Poisson regression model with measurement errors
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- scientific article; zbMATH DE number 918103 (Why is no real title available?)
- Corrected score function for errors-in-variables models: Methodology and application to generalized linear models
- Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
- On the existence and uniqueness of the maximum likelihood estimates for certain generalized linear models
- Quasi-likelihood and its application. A general approach to optimal parameter estimation
- Relative efficiency of three estimators in a polynomial regression with measurement errors
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- Bayesian approach to errors-in-variables in count data regression models with departures from normality and overdispersion
- Conditional estimators in exponential regression with errors in covariates
- The uniqueness of the quasi-likelihood estimator in the Poisson model with an error in the regressor
- Optimality of quasi-score in the multivariate mean-variance model with an application to the zero-inflated Poisson model with measurement errors
- Quasi score is more efficient than corrected score in a polynomial measurement error model
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