Weak consistency and asymptotic normality of quasi-maximum likelihood estimates in generalized linear models

zbMATH Open1248.62127MaRDI QIDQ2887645FDOQ2887645

Authors: Jianfa Wang, Zeqing Xiao, Luyi Wang 

Publication date: 1 June 2012

Published in: Journal of Hainan Normal University. Natural Science (Search for Journal in Brave)

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Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Generalized linear models (logistic models) (62J12)

Cited In (10)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Convergence to Normality of the Asymptotic Quasi-Score Function on a Linear Model
• Asymptotic normality of maximum quasi-likelihood estimators in generalized linear models with fixed design
• Title not available (Why is that?)
• Weak consistency of quasi-maximum likelihood estimates in multivariate generalized linear models
• Strong convergence rates of maximum quasi-likelihood estimators in generalized linear models
• Asymptotic properties of the maximum likelihood estimate in generalized linear models with stochastic regressors
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• On some problems of weak consistency of quasi-maximum likelihood estimates in generalized linear models

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