M-Estimator of a Generalized Linear Model with Measurement Errors
Autor: | Lixin Song, Yujie Huang |
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Rok vydání: | 2011 |
Předmět: | |
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 |
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