Optimum percentile estimating equations for nonlinear random coefficient models
From MaRDI portal
Publication:5945259
DOI10.1016/S0378-3758(00)00219-6zbMath1016.62067OpenAlexW2089510596MaRDI QIDQ5945259
Xiaoming Huo, Jye-Chyi Lu, Ming Yin, Di Chen
Publication date: 20 August 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(00)00219-6
extended least squaresnon-regular estimating equationsnonlinear random coefficient modelquasi-likelihood
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) General nonlinear regression (62J02)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stochastic integrals of empirical-type processes with applications to censored regression
- Estimation of nonlinear random coefficent models
- Quasi-Likelihood for Median Regression Models
- Robust estimation through estimating equations
- Quasi-Likelihood and Optimal Estimation, Correspondent Paper
- Statistical Inference of a Time-to-Failure Distribution Derived from Linear Degradation Data
- Using Degradation Measures to Estimate a Time-to-Failure Distribution
- An Optimum Property of Regular Maximum Likelihood Estimation
This page was built for publication: Optimum percentile estimating equations for nonlinear random coefficient models