Empirical method of moments and its applications

DOI10.1016/S0378-3758(02)00118-0zbMath1023.62059OpenAlexW2060164367MaRDI QIDQ1395873

Jiming Jiang

Publication date: 1 July 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(02)00118-0

zbMATH Keywords

consistencykurtosisdispersion parameterEMM

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Generalized linear models (logistic models) (62J12)

Related Items (6)

Assessing skewness, kurtosis and normality in linear mixed models ⋮ Localised Estimates of Dynamics of Multi‐dimensional Disadvantage: An Application of the Small Area Estimation Technique Using Australian Survey and Census Data ⋮ Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge) ⋮ An Orthogonality-Based Estimation of Moments for Linear Mixed Models ⋮ Robust Estimation of Moments in Dynamic Panel Models with Potential Intercorrelation ⋮ Partially observed information and inference about non-Gaussian mixed linear models

Cites Work

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• Large Sample Properties of Generalized Method of Moments Estimators
• Generalized method of moments specification testing
• Wald consistency and the method of sieves in REML estimation
• REML estimation: Asymptotic behavior and related topics
• A Test for Global Maximum
• A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
• ASYMPTOTIC PROPERTIES OF RESTRICTED MAXIMUM LIKELIHOOD (REML) ESTIMATES FOR HIERARCHICAL MIXED LINEAR MODELS
• Maximum-likelihood estimation for the mixed analysis of variance model

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