Corrected $T(q)$-Likelihood Estimator in a Generalized Linear Structural Regression Model with Measurement Errors
We study a generalized linear structural regression model with measurement errors. The dispersion parameter is assumed to be known. The corrected T (q) -likelihood estimator for the regression coefficients is constructed. In the case where q depends on the sample size and approaches 1 as the sample size infinitely increases, we establish sufficient conditions or the strong consistency and asymptotic normality of the estimator.
English version (Springer): Ukrainian Mathematical Journal 66 (2014), no. 12, pp 1823-1841.
Citation Example: Savchenko A. V. Corrected $T(q)$-Likelihood Estimator in a Generalized Linear Structural Regression Model with Measurement Errors // Ukr. Mat. Zh. - 2014. - 66, № 12. - pp. 1623–1639.