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

DOI10.1016/S0167-7152(99)00063-2zbMATH Open0934.62071MaRDI QIDQ1124986FDOQ1124986

Authors: Yuan-chin Ivan Chang 

Publication date: 27 April 2000

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

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zbMATH Keywords

strong consistencymartingale differencesadaptive designcanonical link functionslast-timemaximum quasi-likelihood estimate

Mathematics Subject Classification ID

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

Cites Work

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• Quasi-likelihood and its application. A general approach to optimal parameter estimation
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• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
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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
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• Asymptotic inference from sequential design in a nonlinear situation
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• Fixed size confidence regions for parameters of a logistic regression model

Cited In (23)

• Application of sequential interval estimation to adaptive mastery testing
• Online calibration via variable length computerized adaptive testing
• Dynamic pricing with multiple products and partially specified demand distribution
• Asymptotic properties of approximate maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random effects
• Strong consistency of maximum quasi-likelihood estimates in generalized linear models
• Mean square convergence rates for maximum quasi-likelihood estimators
• 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
• Sequential confidence regions of generalized linear models with adaptive designs
• Asymptotic normality and strong consistency of maximum quasi-likelihood estimates in generalized linear models

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