Asymptotic Properties of Quasi-Maximum Likelihood Estimates in Generalized Linear Models

DOI10.1080/03610926.2010.513792zbMath1318.62246OpenAlexW2103790810MaRDI QIDQ2892642

Wei Ning, Sanguo Zhang, Yuan Liao

Publication date: 19 June 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2010.513792

zbMATH Keywords

confidence intervalsasymptotic normalityconvergence ratestrong consistency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Generalized linear models (logistic models) (62J12)

Related Items (2)

Unnamed Item ⋮ Taylor quasi-likelihood for limited generalized linear models

Cites Work

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• Longitudinal data analysis using generalized linear models
• Strong consistency of least squares estimates in multiple regression II
• Strong consistency of maximum quasi-likelihood estimates in generalized linear models
• On some problems of weak consistency of quasi-maximum likelihood estimates in generalized linear models
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Strong consistency of maximum quasi-likelihood estimate in generalized linear models via a last time
• Nonparametric quasi-likelihood
• Confidence bands in generalized linear models.
• Adaptive quasi-likelihood estimate in generalized linear models
• Weak and strong consistency of the least squares estimators in regression models
• Asymptotic Confidence Bands for Generalized Nonlinear Regression Models

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