Pseudo maximum likelihood estimation: The asymptotic distribution (Q1073485)
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scientific article; zbMATH DE number 3945056
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pseudo maximum likelihood estimation: The asymptotic distribution |
scientific article; zbMATH DE number 3945056 |
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Pseudo maximum likelihood estimation: The asymptotic distribution (English)
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1986
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\textit{G. Gong} and \textit{F. J. Samaniego} [ibid. 9, 861-869 (1981; Zbl 0471.62032)] define pseudo maximum likelihood estimation and derive the asymptotic distribution of the resulting estimates. This note gives a simpler and more elegant expression for the asymptotic variance of a pseudo maximum likelihood estimate.
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asymptotics
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relative efficiency
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pseudo maximum likelihood estimation
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asymptotic variance
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