The \(n^{-2}\)-order mean squared errors of the maximum likelihood and the minimum logit chi-square estimator

DOI10.1214/aos/1176345004zbMath0436.62032OpenAlexW2018761250MaRDI QIDQ1140942

Takeshi Amemiya

Publication date: 1980

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345004

zbMATH Keywords

mean squared errorssecond-order efficiencyBerkson estimatorbias-corrected maximum likelihood estimatordichotomous random variablelogit regression modelminimum chi-square estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Point estimation (62F10)

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