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.
Citation
William R. Parke. "Pseudo Maximum Likelihood Estimation: The Asymptotic Distribution." Ann. Statist. 14 (1) 355 - 357, March, 1986. https://doi.org/10.1214/aos/1176349862
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