Asymptotic properties of adaptive maximum likelihood estimators in latent variable models

DOI10.3150/13-BEJ531zbMath1400.62172arXiv1206.5687MaRDI QIDQ396017

Silvia Bianconcini

Publication date: 8 August 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.5687

zbMATH Keywords

Gaussian quadratureLaplace approximationgeneralized linear models\(M\)-estimators

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (6)

Fast estimation of multiple group generalized linear latent variable models for categorical observed variables ⋮ Hierarchical likelihood approach to non-Gaussian factor analysis ⋮ Simultaneous Inference for Empirical Best Predictors With a Poverty Study in Small Areas ⋮ Joint modeling of correlated binary outcomes: HIV-1 and HSV-2 co-infection ⋮ The Role of Posterior Densities in Latent Variable Models for Ordinal Data ⋮ Efficient likelihood estimation of generalized structural equation models with a mix of normal and nonnormal responses

Uses Software

• R
• Stata
• Mplus
• GMRFLib

Cites Work

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