Asymptotic theory in generalized linear models with nuisance scale parameters

DOI10.1007/BF01194488zbMath0743.62065OpenAlexW1994811096MaRDI QIDQ1187099

Jun Shao

Publication date: 28 June 1992

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01194488

zbMATH Keywords

asymptotic normalitygeneralized linear modelsweighted least squares estimatorasymptotic robust statistical inferenceconsistency-robustnesscovariance estimatorsmultiple nuisance scale parameters

Mathematics Subject Classification ID

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

Related Items (2)

Asymptotic results with generalized estimating equations for longitudinal data ⋮ Jackknifing in generalized linear models

Cites Work

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• Longitudinal data analysis using generalized linear models
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Heteroscedasticity-robustness of jackknife variance estimators in linear models
• Asymptotic theory of nonlinear least squares estimation
• Maximum likelihood estimates in exponential response models
• Estimation for a linear regression model with unknown diagonal covariance matrix
• Log-linear models and frequency tables with small expected cell counts
• Models for Longitudinal Data: A Generalized Estimating Equation Approach
• Robust Statistics

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