A simulated pseudo-maximum likelihood estimator for nonlinear mixed models

Computational Statistics and Data Analysis

Volumn 39, Issue 2, 2002, Pages 187-201

  Concordet, Didier ^a   Nunez, Olivier G ^b,c  

^a UNIVERSITÉ DE TOULOUSE   (France)

^b INSTITUT DE MATHÉMATIQUES DE TOULOUSE   (France)

^c UNIVERSIDAD CARLOS III DE MADRID   (Spain)

Author keywords

Asymptotic normality; Consistency; Nonlinear mixed effects model; Simulation estimator

Indexed keywords

ASYMPTOTIC STABILITY; COMPUTER SIMULATION; MONTE CARLO METHODS;

ESTIMATORS;

MATHEMATICAL MODELS;

MAXIMUM LIKELIHOOD ANALYSIS;

EID: 0037188237     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(01)00052-4     Document Type: Article

References (13)

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9. Laplace approximation of high dimensional integrals
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11. Bayesian analysis of linear and nonlinear population models by using the Gibbs sampler