Filtern
Erscheinungsjahr
- 1997 (1)
Dokumenttyp
- Bericht (1)
Sprache
- Englisch (1)
Volltext vorhanden
- nein (1)
Gehört zur Bibliographie
- nein (1)
Schlagworte
- Asymptotic theory (1) (entfernen)
We consider asymptotic theory for the maximum likelihood estimator in the generalized linear model with an unknown breakpoint. A proof for the asymptotic normality is given.
The methods are based on the work of Huber (1967). The main problem is the non--differentiability of the likelihood and the score function, which requires non--standard methods.
An example from epidemiology is presented, where confidence intervals for the parameters are calculated with the asymptotic results.