Second-order asymptotic efficiency of PMLE in generalized linear models
In this paper, the author discusses the second-order asymptotic efficiency of pseudo-maximum likelihood estimator of [beta] based on Yi = f(Xi, [beta]) + g(Ti) + [epsilon]i, I = 1, ..., n, where Xi, Ti, [epsilon]i are independent, (Â·, Â·) is known, but g is unknown, [epsilon] ~ [phi](Â·) is known with mean 0 and variance [sigma]2.
Volume (Year): 24 (1995)
Issue (Month): 3 (August)
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