Asymptotics and bootstrap for inverse Gaussian regression

DOI10.1007/BF00049290zbMath0861.62017OpenAlexW1992499888MaRDI QIDQ1817409

Gutti Jogesh Babu, Yogendra P. Chaubey

Publication date: 7 January 1997

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00049290

zbMATH Keywords

bootstrapweak convergenceinverse Gaussian distributionchi-square distributionstrong consistencypseudo maximum likelihood estimatorsreciprocal of the mean

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Linear inference, regression (62J99)

Related Items (2)

Estimation in inverse Gaussian regression: Comparison of asymptotic and bootstrap distributions ⋮ Performance of ridge estimator in inverse Gaussian regression model

Cites Work

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• Estimation for a linear regression model with unknown diagonal covariance matrix
• Statistical Properties of Inverse Gaussian Distributions. I
• Analysis of Two-Factor Experiments Under an Inverse Gaussian Model
• A regression method for censored inverse-Gaussian data
• Fatigue Failure Models ߝ Birnbaum-Saunders vs. Inverse Gaussian
• The Inverse Gaussian Distribution as a Lifetime Model
• A Normalizing Logarithmic Transformation for Inverse Gaussian Random Variables
• On the Inverse Gaussian Distribution Function

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