Asymptotic normality of M-estimators in a semiparametric model with longitudinal data
β Scribed by Tang Qingguo
- Publisher
- Springer
- Year
- 2008
- Tongue
- English
- Weight
- 190 KB
- Volume
- 69
- Category
- Article
- ISSN
- 0026-1335
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π SIMILAR VOLUMES
Accuracy of the normal approximation for Speckman's kernel smoothing estimator of the parametric component ; in the semiparametric regression model y=x { ;+ g(t)+e is studied when the bandwidth used in the estimator is selected by a general data-based method which includes such commonly used bandwid
The maximum likelihood estimator (MLE) of the correlation coefficient and its asymptotic properties are well-known for bivariate normal data when no observations are missing. The situation in which one of the two variates is not observed in some of the data is examined herein. The MLE of the correla