Strong consistency of maximum quasi-likelihood estimate in generalized linear models via a last time

DOI10.1016/S0167-7152(99)00063-2zbMath0934.62071MaRDI QIDQ1124986

Yuan-chin Ivan Chang

Publication date: 27 April 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

martingale differencesmaximum quasi-likelihood estimatestrong consistencyadaptive designcanonical link functionslast-time

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12)

Related Items (22)

Asymptotic Properties of Quasi-Maximum Likelihood Estimates in Generalized Linear Models ⋮ Empirical likelihood for generalized linear models with fixed and adaptive designs ⋮ Asymptotic normality and strong consistency of maximum quasi-likelihood estimates in generalized linear models ⋮ Asymptotic properties of approximate maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random effects ⋮ Asymptotic properties of maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with misspecified variance function ⋮ Unnamed Item ⋮ Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression ⋮ Sequential estimation in generalized linear models when covariates are subject to errors ⋮ Asymptotic Properties of the Maximum Quasi-Likelihood Estimator in Quasi-Likelihood Nonlinear Models ⋮ Asymptotic properties of maximum likelihood estimator for two-step logit models ⋮ 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 Estimates in Generalized Linear Models with “Working” Covariance Matrix and Adaptive Designs ⋮ Sequential confidence regions of generalized linear models with adaptive designs ⋮ Consistency and asymptotic normality of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random regressors ⋮ Application of sequential interval estimation to adaptive mastery testing ⋮ Online calibration via variable length computerized adaptive testing ⋮ Sequential estimate for generalized linear models with uncertain number of effective variables ⋮ 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 ⋮ Dynamic Pricing with Multiple Products and Partially Specified Demand Distribution ⋮ Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with adaptive designs

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• Some One-Sided Theorems on the Tail Distribution of Sample Sums with Applications to the Last Time and Largest Excess of Boundary Crossings
• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems

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