Laws of iterated logarithm for MLE of generalized linear model randomly censored with incomplete information

Zhihong Xiao and Luqin Liu

Statistics & Probability Letters, 2009, vol. 79, issue 6, 789-796

Abstract: In this paper, we define the generalized linear model (GLM) based on the observed data with incomplete information in the case of random censorship, and obtain a law of iterated logarithm and a Chung type law of iterated logarithm for the maximum likelihood estimator (MLE) in this model.

Date: 2009
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