Quantile estimation under possibly misspecified generalised linear model

M. Séménou

Statistics & Probability Letters, 1996, vol. 27, issue 4, 357-365

Abstract: 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.

Keywords: Generalised; linear; model; Maximum; likelihood; estimator; Dose-response; curves; Quantile; estimation (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (1)

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