caa a22 4500 477062784 CHVBK 20180405111405.0 cr unu---uuuuu 170330e19960301xx s 000 0 eng 10.1007/BF00049290 doi (NATIONALLICENCE)springer-10.1007/BF00049290 Asymptotics and bootstrap for inverse Gaussian regression [Elektronische Daten] [Gutti Babu, Yogendra Chaubey] This paper studies regression, where the reciprocal of the mean of a dependent variable is considered to be a linear function of the regressor variables, and the observations on the dependent variable are assumed to have an inverse Gaussian distribution. The large sample theory for the pseudo maximum likelihood estimators is available in the literature, only when the number of replications increase at a fixed rate. This is inadequate for many practical applications. This paper establishes consistency and derives the asymptotic distribution for the pseudo maximum likelihood estimators under very general conditions on the design points. This includes the case where the number of replications do not grow large, as well as the one where there are no replications. The bootstrap procedure for inference on the regression parameters is also investigated. The Institute of Statistical Mathematics, 1996 Chi-square distribution nationallicence inverse Gaussian distribution nationallicence pseudo maximum likelihood estimator nationallicence strong consistency nationallicence weak convergence nationallicence Babu Gutti Department of Statistics, Pennsylvania State University, 319 Classroom Building, 16802, University Park, PA, U.S.A. aut Chaubey Yogendra Department of Mathematics and Statistics, Concordia University, Loyola Campus, 7141 Sherbrooks Street West, H4B 1R6, Montreal, Quebec, Canada aut Annals of the Institute of Statistical Mathematics Kluwer Academic Publishers 48/1(1996-03-01), 75-88 0020-3157 48:1<75 1996 48 10463 https://doi.org/10.1007/BF00049290 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/BF00049290 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Babu Gutti Department of Statistics, Pennsylvania State University, 319 Classroom Building, 16802, University Park, PA, U.S.A aut NATIONALLICENCE 700 1- Chaubey Yogendra Department of Mathematics and Statistics, Concordia University, Loyola Campus, 7141 Sherbrooks Street West, H4B 1R6, Montreal, Quebec, Canada aut NATIONALLICENCE 773 0- Annals of the Institute of Statistical Mathematics Kluwer Academic Publishers 48/1(1996-03-01), 75-88 0020-3157 48:1<75 1996 48 10463 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer