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Volumn 115, Issue 1, 2003, Pages 69-84

Empirical method of moments and its applications

Author keywords

Consistency; Dispersion parameter; EMM; Kurtoses

Indexed keywords


EID: 0037729063     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(02)00118-0     Document Type: Article
Times cited : (15)

References (14)
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    • (Eds.), Selected proceedings of the symposium on estimating functions, IMS Lecture Notes-Monograph Ser. 32
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    • (1997)
    • Basawa, I.V.1    Godambe, V.P.2    Taylor, R.L.3
  • 5
    • 0000414660 scopus 로고
    • Large sample properties of generalized method of moments estimators
    • Hansen L.P. Large sample properties of generalized method of moments estimators Econometrica 50 1982 1029-1054
    • (1982) Econometrica , vol.50 , pp. 1029-1054
    • Hansen, L.P.1
  • 6
    • 0014099014 scopus 로고
    • Maximum likelihood estimation for the mixed analysis of variance model
    • Hartley H.O. Rao J.N.K. Maximum likelihood estimation for the mixed analysis of variance model Biometrika 54 1967 93-108
    • (1967) Biometrika , vol.54 , pp. 93-108
    • Hartley, H.O.1    Rao, J.N.K.2
  • 7
    • 0030559451 scopus 로고    scopus 로고
    • REML estimation: Asymptotic behavior and related topics
    • Jiang J. REML estimation: Asymptotic behavior and related topics Ann. Statist. 24 1996 255-286
    • (1996) Ann. Statist. , vol.24 , pp. 255-286
    • Jiang, J.1
  • 8
    • 0031530952 scopus 로고    scopus 로고
    • Wald consistency and the method of sieves in REML estimation
    • Jiang J. Wald consistency and the method of sieves in REML estimation Ann. Statist. 25 1997 1781-1803
    • (1997) Ann. Statist. , vol.25 , pp. 1781-1803
    • Jiang, J.1
  • 9
    • 0032390601 scopus 로고    scopus 로고
    • Asymptotic properties of the empirical BLUP and BLUE in mixed linear models
    • Jiang J. Asymptotic properties of the empirical BLUP and BLUE in mixed linear models Statistica Sinica 8 1998 861-885
    • (1998) Statistica Sinica , vol.8 , pp. 861-885
    • Jiang, J.1
  • 11
    • 0000883977 scopus 로고
    • A method of simulated moments for estimation of discrete response models without numerical integration
    • McFadden D. A method of simulated moments for estimation of discrete response models without numerical integration Econometrica 57 1989 995-1026
    • (1989) Econometrica , vol.57 , pp. 995-1026
    • McFadden, D.1
  • 12
    • 0001624955 scopus 로고
    • Generalized method of moments specification testing
    • Newey W.K. Generalized method of moments specification testing J. Econometrics 29 1985 229-256
    • (1985) J. Econometrics , vol.29 , pp. 229-256
    • Newey, W.K.1
  • 13
    • 84990551091 scopus 로고
    • Asymptotic properties of restricted maximum likelihood (REML) estimates for hierarchical mixed linear models
    • Richardson A.M. Welsh A.H. Asymptotic properties of restricted maximum likelihood (REML) estimates for hierarchical mixed linear models Austral. J. Statist. 36 1994 31-43
    • (1994) Austral. J. Statist. , vol.36 , pp. 31-43
    • Richardson, A.M.1    Welsh, A.H.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.