Pages that link to "Item:Q1568264"

The following pages link to Strong consistency of maximum quasi-likelihood estimators in generalized linear models with fixed and adaptive designs (Q1568264):

Displaying 32 items.

• Combining quasi and empirical likelihoods in generalized linear models with missing responses (Q444951) (← links)
• Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes (Q477916) (← links)
• Sequential estimation in generalized linear models when covariates are subject to errors (Q622559) (← links)
• Asymptotic normality of maximum quasi-likelihood estimators in generalized linear models with fixed design (Q732805) (← links)
• Communication-efficient distributed estimator for generalized linear models with a diverging number of covariates (Q830480) (← links)
• Asymptotic results with estimating equations for time-evolving clustered data (Q830743) (← links)
• Asymptotic normality and strong consistency of maximum quasi-likelihood estimates in generalized linear models (Q854640) (← links)
• Asymptotic properties of the maximum likelihood estimate in generalized linear models with stochastic regressors (Q882728) (← links)
• Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression (Q893956) (← links)
• On some problems of weak consistency of quasi-maximum likelihood estimates in generalized linear models (Q946380) (← links)
• Consistency and asymptotic normality of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random regressors (Q966523) (← links)
• Online calibration via variable length computerized adaptive testing (Q971535) (← links)
• Rate of strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models (Q1032801) (← links)
• Asymptotics for generalized estimating equations with large cluster sizes (Q1394768) (← links)
• Consistency of logistic classifier in abstract Hilbert spaces (Q1711588) (← links)
• Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with diverging number of covariates (Q1757687) (← links)
• Maximum likelihood estimation in logistic regression models with a diverging number of covariates (Q1950882) (← links)
• Hyper nonlocal priors for variable selection in generalized linear models (Q1987723) (← links)
• The adaptive Wynn algorithm in generalized linear models with univariate response (Q2039781) (← links)
• Empirical likelihood in generalized linear models with working covariance matrix (Q2115219) (← links)
• Consistency of MLE, LSE and M-estimation under mild conditions (Q2175648) (← links)
• Convergence of least squares estimators in the adaptive Wynn algorithm for some classes of nonlinear regression models (Q2230660) (← links)
• Asymptotic theory for longitudinal data with missing responses adjusted by inverse probability weights (Q2322943) (← links)
• Asymptotic results with generalized estimating equations for longitudinal data (Q2388345) (← links)
• Asymptotic properties of maximum likelihood estimator for two-step logit models (Q2446716) (← links)
• Iterative rank estimation for generalized linear models (Q2454023) (← links)
• Sequential estimate for generalized linear models with uncertain number of effective variables (Q2517113) (← links)
• The asymptotic properties of SCAD penalized generalized linear models with adaptive designs (Q2661914) (← links)
• Asymptotic normality of multi-dimension quasi maximum likelihood estimate in generalized linear models with adaptive design (Q3415254) (← links)
• Negative Moment Bounds for Stochastic Regression Models with Deterministic Trends and Their Applications to Prediction Problems (Q5072146) (← links)
• Asymptotic properties of GEE with diverging dimension of covariates (Q6133491) (← links)
• Deviance matrix factorization (Q6184929) (← links)