TY - JOUR
AU - A. V. Savchenko
PY - 2014/12/25
Y2 - 2023/10/04
TI - Corrected $T(q)$-Likelihood Estimator in a Generalized Linear Structural Regression Model with Measurement Errors
JF - Ukrainsâ€™kyi Matematychnyi Zhurnal
JA - Ukr. Mat. Zhurn.
VL - 66
IS - 12
SE - Research articles
DO -
UR - https://umj.imath.kiev.ua/index.php/umj/article/view/2251
AB - We 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.
ER -