Generalized nonlinear models and variance function estimation

DOI10.1016/J.CSDA.2004.03.004MaRDI QIDQ957135zbMATH OpenOpenAlexFDO

Authors Nansong Zhang, Bocheng Wei, Jinguan Lin

Publication date 26 November 2008

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2004.03.004

zbMATH Keywords

asymptotic normalitygeneralized nonlinear modelasymptotic existenceconvergence criterioniterative estimation\(\sqrt n\)-consistencynonlinear variance function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02)

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Cites work

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• A note on a heteroscedastic model
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Asymptotic theory of nonlinear least squares estimation
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Exponential family nonlinear models
• Least Squares Estimation when the Covariance Matrix and Parameter Vector are Functionally Related
• Maximum likelihood estimation in misspecified generalized linear models
• Nonparametric quasi-likelihood
• Quasi-likelihood functions
• The Analysis of Unbalanced Cross-Classifications
• Variance Function Estimation

Cited in

(10)

• Generalized Least Squares, Taylor Series Linearization and Fisher's Scoring in Multivariate Nonlinear Regression
• Analysis of variance with general errors and grouped and non-grouped data: some iterative algorithms
• Parameter Estimation for Models with Unknown Parameters in Variance
• Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method
• Minqe, maximum likelihood estimation and fisher scoring algorithm for non linear variance models
• scientific article; zbMATH DE number 4048855 (Why is no real title available?)
• The performance of a robust multistage estimator in nonlinear regression with heteroscedastic errors
• Conditional variance estimation via nonparametric generalized additive models
• Multiscale generalised linear models for nonparametric function estimation
• scientific article; zbMATH DE number 1356126 (Why is no real title available?)

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Uses Software

• R

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