M-Estimator of a Generalized Linear Model with Measurement Errors

Autor:	Lixin Song, Yujie Huang
Rok vydání:	2011
Předmět:	Statistics and Probability Generalized linear model Hierarchical generalized linear model Mathematical optimization Delta method Local asymptotic normality Monte Carlo method Estimator Applied mathematics Generalized linear array model Generalized linear mixed model Mathematics
Zdroj:	Communications in Statistics - Theory and Methods. 40:532-546
ISSN:	1532-415X 0361-0926
Popis:	In this article, we propose a generalized linear model and estimate the unknown parameters using robust M-estimator. Under suitable conditions and by the strong law of large numbers and central limits theorem, the proposed M-estimators are proved to be consistent and asymptotically normal. We also evaluate the finite sample performance of our estimator through a Monte Carlo study.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::cf39f9b9e41f479e71644c4c61d1acbb https://doi.org/10.1080/03610920903411226 Zobrazit plný text záznamu