Asymptotic testing theory for generalized linear models

DOI10.1080/02331888708801992zbMath0618.62031OpenAlexW2053632306MaRDI QIDQ4728011

Ludwig Fahrmeir

Publication date: 1987

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888708801992

zbMATH Keywords

likelihood ratioWald statisticnatural exponential familygeneralized linear modelasymptotic equivalencescore statisticlimiting chi-square distributions

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Linear inference, regression (62J99) Asymptotic properties of parametric tests (62F05)

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Cites Work

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• Asymptotic optimal inference for non-ergodic models
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models

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