Moment estimation in a semiparametric generalized linear model

Xueqin Wang and Hanxiang Peng

Statistics & Probability Letters, 2008, vol. 78, issue 12, 1624-1633

Abstract: 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.

Date: 2008
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