scientific article; zbMATH DE number 3458075
From MaRDI portal
Publication:4044015
Cited in
(only showing first 100 items - show all)- Mixture analysis of multivariate categorical data with covariates and missing entries
- Minimum disparity computation via the iteratively reweighted least integrated squares algorithms
- Moment based approaches to Value the Risk of contingent claim portfolios
- Rate of strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models
- Distance regression by Gauss-Newton-type methods and iteratively re-weighted least-squares
- Generalized linear models and transformations for unreplicated factorial experiments in the presence of dispersion effects
- Local quasi-likelihood with a parametric guide
- On structural equation modeling with data that are not missing completely at random
- Fitting generalized linear models and their nonlinear extensions with least squares calculations
- Maximum likelihood estimation in models with two systematic parts
- Strong consistency of maximum quasi-likelihood estimate in generalized linear models via a last time
- Fisher consistency of GEE models under link misspecification.
- Tree-structured modelling of varying coefficients
- New developments in inference for temporal stochastic processes
- Minimum \(f\)-divergence estimators and quasi-likelihood functions
- Asymptotics of estimating equations under natural conditions.
- A generalized quasi-likelihood estimation
- A quasi-likelihood method for fractal-dimension estimation
- An example of applying the asymptotic quasi-likelihood to dimension estimation for random spatial patterns
- Natural exponential families associated to Pick functions
- Optimal estimating functions, quasi-likelihood and statistical modelling
- Adaptive estimators for parameters of the autoregression function of a Markov chain
- Robust estimation in the errors variables model via weighted likelihood estimating equations
- An alternative approach to the analysis of longitudinal data via generalized estimating equations
- Claims reserving and generalised additive models
- On a dispersion model with Pearson residual responses
- Bootstrap confidence bands for regression curves and their derivatives
- Generalized linear models with unspecified reference distribution
- Strong consistency of maximum quasi-likelihood estimators in generalized linear models with fixed and adaptive designs
- Bartlett identities and large deviations in likelihood theory
- Some asymptotic inference in quasi-likelihood nonlinear models: A geometric approach
- Profile quasi-likelihood
- Generalized estimating equations by considering additive terms for analyzing time-course gene sets data
- Efficient classification for longitudinal data
- Detection of outliers in longitudinal count data via overdispersion
- Double generalized threshold models with constraint on the dispersion by the mean
- Estimation methods for a flexible INAR(1) COM-Poisson time series model
- Bootstrapping longitudinal data with multiple levels of variation
- Unsupervised learning of mixture regression models for longitudinal data
- Wald-based spatial scan statistics for cluster detection
- Local influence analysis for quasi-likelihood nonlinear models with random effects
- Efficient estimation of quasi-likelihood models using B-splines
- Local influence for spatially correlated binomial data: an application to the \textit{spodoptera frugiperda} infestation in corn
- Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes
- Inferences in semi-parametric dynamic mixed models for longitudinal count data
- Inferences in binary dynamic fixed models in a semi-parametric setup
- Modelling with dispersed bivariate moving average processes
- Pseudo-Bayesian D-optimal designs for longitudinal Poisson mixed models with correlated errors
- A homoscedasticity test for the accelerated failure time model
- Semi-parametric dynamic models for longitudinal ordinal categorical data
- Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with diverging number of covariates
- Generalized quasi-likelihood
- Generalized estimating equations for longitudinal mixed Rasch model
- Using Fisher scoring to fit extended Poisson process models
- A comparison of regression calibration approaches for designs with internal validation data
- Time-varying correlation structure estimation and local-feature detection for spatio-temporal data
- Local linear regression for generalized linear models with missing data.
- Nonparametric quasi-likelihood
- A minimax approach to consistency and efficiency for estimating equations
- Quasi-likelihood estimation for semimartingales
- An extension of quasi-likelihood estimation
- The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis.
- Empirical Bayes analysis for a hierarchical Poisson generalized linear model
- Quasi-likelihood or extended quasi-likelihood? An information-geometric approach
- Linear-quadratic estimators in a special structure of the linear model
- Quasi-likelihood models and optimal inference
- Limit theorems for regression models of time series of counts
- Multiple categorical covariates-based multinomial dynamic response model
- Modeling longitudinal INMA(1) with COM-Poisson innovation under non-stationarity: application to medical data
- Estimating effects with rare outcomes and high dimensional covariates: knowledge is power
- Two stage cluster sampling based asymptotic inferences in survey population models for longitudinal count and categorical data
- Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach
- Robust semiparametric inference for polytomous logistic regression with complex survey design
- Flexible models for non-equidispersed count data: comparative performance of parametric models to deal with underdispersion
- Multinomial logistic mixed models for clustered categorical data in a complex survey sampling setup
- A simple and useful regression model for fitting count data
- Modelling correlated bivariate binary data: a comparative view
- Empirical likelihood in generalized linear models with working covariance matrix
- An optimal statistical and computational framework for generalized tensor estimation
- First-order random coefficient mixed-thinning integer-valued autoregressive model
- Fixed versus mixed effects based marginal models for clustered correlated binary data: an overview on advances and challenges
- A simple and useful regression model for underdispersed count data based on Bernoulli-Poisson convolution
- Predictive functional linear models with diverging number of semiparametric single-index interactions
- Identification of stochastic nonlinear models using optimal estimating functions
- Shrinkage estimation strategy in quasi-likelihood models
- Block-band behavior of spatial correlations: an analytical asymptotic study in a spatial exponential family data setup
- Achieving semiparametric efficiency bound in longitudinal data analysis with dropouts
- Weighted estimating equation: modified GEE in longitudinal data analysis
- The simultaneous analysis of mixed discrete and continuous outcomes using nonlinear threshold models
- D-optimal designs for mixed discrete and continuous outcomes analyzed using nonlinear models
- Testing for additivity in chemical mixtures using a fixed-ratio ray design and statistical equivalence testing methods
- Optimality of the quasi-score estimator in a mean-variance model with applications to measurement error models
- A GQL-based inference in non-stationary BINMA(1) time series
- A generalized linear model with smoothing effects for claims reserving
- Two-step estimation for longitudinal data when the working correlation matrix is a linear combination of some known matrices
- Investigating GQL-based inferential approaches for non-stationary BINAR(1) model under different quantum of over-dispersion with application
- Connecting logistic probability models with basic dynamic processes
- Inferential methods for an unconstrained nonstationary BINMA time series process with Poisson innovations
- Improving the weighted least squares estimation of parameters in errors-in-variables models
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4044015)