Pseudo maximum likelihood estimation: The asymptotic distribution
type: Item
instance of: scholarly article
title: Pseudo maximum likelihood estimation: The asymptotic distribution
zbMATH Open document ID: 0588.62030
author: William R. Parke
published in: The Annals of Statistics
publication date: 1986-01-01T00:00:00Z
review text: \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.
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62A01
zbMATH DE Number: 3945056
zbMATH Keywords: asymptotics
zbMATH Keywords: relative efficiency
zbMATH Keywords: pseudo maximum likelihood estimation
zbMATH Keywords: asymptotic variance
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176349862
OpenAlex ID: W2026503268
DOI: 10.1214/AOS/1176349862
description: scientific article; zbMATH DE number 3945056