Corrected $T(q)$-Likelihood Estimator in a Generalized Linear Structural Regression Model with Measurement Errors

• Дата: 2014
• Автори: Savchenko, A. V., Савченко, А. В.
• Формат: Стаття
• Мова: Українська; Англійська
• Опубліковано: Institute of Mathematics, NAS of Ukraine 2014
• Онлайн доступ: https://umj.imath.kiev.ua/index.php/umj/article/view/2251
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

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...