Publication:
Asymptotic properties for a simulated pseudo maximum likelihood estimator

Simple item page
dc.affiliation.dptoUC3M. Departamento de Estadísticaes
dc.contributor.authorNúñez, Olivier
dc.contributor.editorUniversidad Carlos III de Madrid. Departamento de Estadística
dc.date.accessioned2010-01-04T13:14:22Z
dc.date.available2010-01-04T13:14:22Z
dc.date.issued1998-09
dc.description.abstractWe propose an estimator for parameters of nonlinear mixed effects model, obtained by maximization of a simulated pseudo likelihood. This simulated criterion is constructed from the likelihood of a Gaussian model whose means and variances are given by Monte Carlo approximations of means and variances of the true model. If the number of experimental units and the sample size of Monte Carlo simulations are respectively denoted by N and K, we obtained the strong consistency and asymptotic normality of the estimator when the ratio NJ/2 /K tends to zero.
dc.format.mimetypeapplication/pdf
dc.identifier.urihttps://hdl.handle.net/10016/6266
dc.language.isoeng
dc.relation.ispartofseriesUC3M Working Papers. Statistics and Econometrics
dc.relation.ispartofseries98-73-32
dc.rightsAtribución-NoComercial-SinDerivadas 3.0 España
dc.rights.accessRightsopen access
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.ecienciaEstadística
dc.subject.otherNonlinear mixed-effects models
dc.subject.otherSimulation estimations
dc.subject.otherAsymptotic normality
dc.subject.otherConsistency
dc.titleAsymptotic properties for a simulated pseudo maximum likelihood estimator
dc.typeworking paper*
dspace.entity.typePublication
Files
Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
ws987332.PDF
Size:
564.06 KB
Format:
Adobe Portable Document Format
Description:
Download
Collections
DES - Working Papers. Statistics and Econometrics. WS