RT Generic
T1 Asymptotic properties for a simulated pseudo maximum likelihood estimator
A1 Núñez, Olivier
A2 Universidad Carlos III de Madrid. Departamento de Estadística, 
AB We 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.
YR 1998
FD 1998-09
LK https://hdl.handle.net/10016/6266
UL https://hdl.handle.net/10016/6266
LA eng
DS e-Archivo
RD 19 may. 2024