M-estimators of structural parameters in pseudolinear models.

DOI10.1023/A:1023027929079MaRDI QIDQ1775164zbMATH OpenOpenAlexFDO

Authors Friedrich Liese, Igor Vajda

Publication date 4 May 2005

Published in Applications of Mathematics (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/33033

zbMATH Keywords

M-estimatorpseudo-linear models

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
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• scientific article; zbMATH DE number 1124619 (Why is no real title available?)
• scientific article; zbMATH DE number 882698 (Why is no real title available?)
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Consistency of M-estimates in general regression models
• Convergence of stochastic processes
• Least-absolute-deviations fits for generalized linear models
• Necessary and sufficient conditions for consistency of generalized M- estimates
• Parametric statistical theory: with the assistance of R. Hamböker
• Preface
• Regression Quantiles
• Weak convergence and empirical processes. With applications to statistics

Cited in

(7)

• Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors
• Robust median estimator in logistic regression
• Consistent pseudo-maximum likelihood estimators and groups of transformations
• Robust median estimator for generalized linear models with binary responses
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• Structure models. Estimation and metric choice

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