Ukrainian Mathematical Journal

, Volume 66, Issue 12, pp 1823–1841 | Cite as

Corrected T(q)-Likelihood Estimator in a Generalized Linear Structural Regression Model with Measurement Errors

  • A. V. Savchenko

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.


Maximum Likelihood Estimator Likelihood Estimator Asymptotic Normality Dispersion Parameter Strong Consistency 
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Copyright information

© Springer Science+Business Media New York 2015

Authors and Affiliations

  • A. V. Savchenko
    • 1
  1. 1.Eastern Ukraine State UniversityIrpin’Ukraine

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