Quantile estimation under possibly misspecified generalised linear model
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References listed on IDEAS
- Gourieroux, Christian & Monfort, Alain & Trognon, Alain, 1984. "Pseudo Maximum Likelihood Methods: Theory," Econometrica, Econometric Society, vol. 52(3), pages 681-700, May.
- Gourieroux, Christian & Monfort, Alain & Trognon, Alain, 1984.
"Pseudo Maximum Likelihood Methods: Applications to Poisson Models,"
Econometric Society, vol. 52(3), pages 701-720, May.
- Gourieroux Christian & Monfort Alain & Trognon A, 1982. "Pseudo maximum lilelihood methods : applications to poisson models," CEPREMAP Working Papers (Couverture Orange) 8203, CEPREMAP.
- White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January.
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- Modarres, Reza & Nayak, Tapan K. & Gastwirth, Joseph L., 2002. "Estimation of upper quantiles under model and parameter uncertainty," Computational Statistics & Data Analysis, Elsevier, vol. 39(4), pages 529-554, June.
More about this item
KeywordsGeneralised linear model Maximum likelihood estimator Dose-response curves Quantile estimation;
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