Corrected $T(q)$-Likelihood Estimator in a Generalized Linear Structural Regression Model with Measurement Errors
AbstractWe study a generalized linear structural regression model with measurement errors. The dispersion parameter is assumed to be known. The corrected T (q) -likelihood estimator for the regression coefficients is constructed. In the case where q depends on the sample size and approaches 1 as the sample size infinitely increases, we establish sufficient conditions or the strong consistency and asymptotic normality of the estimator.
How to Cite
Savchenko, A. V. “Corrected $T(q)$-Likelihood Estimator in a Generalized Linear Structural Regression Model With Measurement Errors”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 66, no. 12, Dec. 2014, pp. 1623–1639, http://umj.imath.kiev.ua/index.php/umj/article/view/2251.