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
收藏
页码：357 / 365
页数：9
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