Add to ORKGWe consider a regression of y on x given by a pair of mean and variance functions with a parameter vector θ to be estimated that also appears in the distribution of the regressor variable x. The estimation of θ is based on an extended quasi score (QS) function. Of special interest is the case where the distribution of x depends only on a subvector α of θ, which may be considered a nuisance parameter. A major application of this model is the classical measurement error model, where the corrected score (CS) estimator is an alternative to the QS estimator. Under unknown nuisance parameters we derive conditions under which the QS estimator is strictly more аfficient than the CS estimator. We focus on the loglinear Poisson, the Gamma, and the l...
The asymptotic covariance matrices of the corrected score, the quasi score, and the simple score est...
In a multivariate mean-variance model, the class of linear score (LS) estimators based on an unbias...
The asymptotic covariance matrices of the corrected score, the quasi score, and the simple score est...
We consider a regression of $y$ on $x$ given by a pair of mean and variance functions with a paramet...
We consider a regression of $y$ on $x$ given by a pair of mean and variance functions with a paramet...
We consider a regression of $y$ on $x$ given by a pair of mean and variance functions with a paramet...
We consider a regression of $y$ on $x$ given by a pair of mean and variance functions with a paramet...
We consider a regression of $y$ on $x$ given by a pair of mean and variance functions with a paramet...
The paper is a survey of recent investigations by the authors and others into the relative efficienc...
The paper is a survey of recent investigations by the authors and others into the relative efficienc...
The paper is a survey of recent investigations by the authors and others into the relative efficienc...
We compare two consistent estimators of the parameter vector beta of a general exponential family me...
We compare two consistent estimators of the parameter vector beta of a general exponential family me...
We compare two consistent estimators of the parameter vector beta of a general exponential family me...
The asymptotic covariance matrices of the corrected score, the quasi score, and the simple score est...
The asymptotic covariance matrices of the corrected score, the quasi score, and the simple score est...
In a multivariate mean-variance model, the class of linear score (LS) estimators based on an unbias...
The asymptotic covariance matrices of the corrected score, the quasi score, and the simple score est...
We consider a regression of $y$ on $x$ given by a pair of mean and variance functions with a paramet...
We consider a regression of $y$ on $x$ given by a pair of mean and variance functions with a paramet...
We consider a regression of $y$ on $x$ given by a pair of mean and variance functions with a paramet...
We consider a regression of $y$ on $x$ given by a pair of mean and variance functions with a paramet...
We consider a regression of $y$ on $x$ given by a pair of mean and variance functions with a paramet...
The paper is a survey of recent investigations by the authors and others into the relative efficienc...
The paper is a survey of recent investigations by the authors and others into the relative efficienc...
The paper is a survey of recent investigations by the authors and others into the relative efficienc...
We compare two consistent estimators of the parameter vector beta of a general exponential family me...
We compare two consistent estimators of the parameter vector beta of a general exponential family me...
We compare two consistent estimators of the parameter vector beta of a general exponential family me...
The asymptotic covariance matrices of the corrected score, the quasi score, and the simple score est...
The asymptotic covariance matrices of the corrected score, the quasi score, and the simple score est...
In a multivariate mean-variance model, the class of linear score (LS) estimators based on an unbias...
The asymptotic covariance matrices of the corrected score, the quasi score, and the simple score est...