Strong consistency of maximum quasi-likelihood estimate in generalized linear models via a last time
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- Asymptotic inference from sequential design in a nonlinear situation
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- Empirical likelihood for generalized linear models with fixed and adaptive designs
- Asymptotic properties of quasi-maximum likelihood estimates in generalized linear models
- Asymptotic properties of maximum likelihood estimator for two-step logit models
- Sequential estimation in generalized linear models when covariates are subject to errors
- Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression
- Consistency and asymptotic normality of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random regressors
- Rate of strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models
- Rate of strong consistency of maximum quasi-likelihood estimator in multivariate generalized linear models
- Asymptotic Properties of Maximum Quasi-Likelihood Estimates in Generalized Linear Models with “Working” Covariance Matrix and Adaptive Designs
- Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with adaptive designs
- Asymptotic Properties of the Maximum Quasi-Likelihood Estimator in Quasi-Likelihood Nonlinear Models
- Sequential estimate for generalized linear models with uncertain number of effective variables
- Sequential estimation in variable length computerized adaptive testing.
- On some problems of weak consistency of quasi-maximum likelihood estimates in generalized linear models
- Asymptotic properties of maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with misspecified variance function
- Asymptotic normality and strong consistency of maximum quasi-likelihood estimates in generalized linear models
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