Climov, Daniela; Delecroix, Michel; Simar, Leopold - In: Journal of Applied Statistics 29 (2002) 7, pp. 1047-1070
In a single index Poisson regression model with unknown link function, the index parameter can be root- n consistently estimated by the method of pseudo maximum likelihood. In this paper, we study, by simulation arguments, the practical validity of the asymptotic behaviour of the pseudo maximum...