Pseudo maximum likelihood estimation: The asymptotic distribution
\textit{G. Gong} and \textit{F. J. Samaniego} [ibid. 9, 861-869 (1981; Zbl 0471.62032)] define pseudo maximum likelihood estimation and derive the asymptotic distribution of the resulting estimates. This note gives a simpler and more elegant expression for the asymptotic variance of a pseudo maximum likelihood estimate.
scientific article; zbMATH DE number 3945056