Moment estimation in a semiparametric generalized linear model

In this article, we propose to estimate the regression parameters in a semiparametric generalized linear model by moment estimating equations. These estimators are shown to be consistent and asymptotically normal. We present two estimators of the nonparametric part, provide conditions for the existence and uniform consistency, and obtain faster rates of convergence under weaker assumptions.

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Year of publication:	2008
Authors:	Wang, Xueqin ; Peng, Hanxiang
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 12, p. 1624-1633
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223443