Second-order asymptotic efficiency of PMLE in generalized linear models
β Scribed by Hua Liang
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 250 KB
- Volume
- 24
- Category
- Article
- ISSN
- 0167-7152
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π SIMILAR VOLUMES
In this paper, we derive general formulae for second-order biases of maximum likelihood estimates in overdispersed generalized linear models, thus generalizing results by Cordeiro and McCullagh (J. Roy. Statist. Soc. Ser. B 53 (1991) 629), and Botter and Cordeiro (Statist. Comput. Simul. 62 (1998) 9
## Abstract Order reduction strategies aim to alleviate the computational burden of the fourβdimensional variational data assimilation by performing the optimization in a lowβorder control space. The proper orthogonal decomposition (POD) approach to model reduction is used to identify a reducedβord