Quantile estimation under possibly misspecified generalised linear model

被引：2

作者：

Semenou, M ^{[1
]}

机构：

[1] ENITIAA,F-44072 NANTES 03,FRANCE

来源：

STATISTICS & PROBABILITY LETTERS | 1996年 / 27卷 / 04期

关键词：

generalised linear model; maximum likelihood estimator; dose-response curves; quantile estimation;

D O I：

10.1016/0167-7152(95)00100-X

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The following paper deals with the asymptotic behaviour of the maximum likelihood estimator in a misspecified generalised linear model. Of particularly interest is the estimation of a quantile in dose-response curves. Using asymptotic properties of the maximum likelihood estimator under misspecification of the model, these results are applied to quantile estimation for dose-response curves. Consistency and asymptotic normality are established.

引用

页码：357 / 365

页数：9

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