Pseudo maximum likelihood estimation: the asymptotic distribution

Authors
Parke, William R.
Citation
R. Parke, William, Pseudo maximum likelihood estimation: the asymptotic distribution, Annals of statistics , 14(1), 1986, pp. 355-357
Journal title
Annals of statistics → ACNP
ISSN journal
00905364
Volume
14
Issue
1
Year of publication
1986
Pages
355 - 357
Database
ACNP
SICI code
Abstract
Gong and Samaniego (1981) define pseudo maximum likelihood estimation and derive the asymptotic distribution of the resulting estimates. This note gives a simpler and more elegant expression for the asymptotic variance of a pseudo maximum likelihood estimate.