scientific article; zbMATH DE number 3458075

zbMATH Open0292.62050MaRDI QIDQ4044015FDOQ4044015

Authors: Robert Wedderburn 

Publication date: 1974

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05)

Cited In (only showing first 100 items - show all)

• Claims reserving and generalised additive models
• Moment based approaches to Value the Risk of contingent claim portfolios
• Robust Poisson regression
• Inference for the positive stable laws based on a special quadratic distance
• Minimum \(f\)-divergence estimators and quasi-likelihood functions
• A generalized linear model with smoothing effects for claims reserving
• A bivariate generalized linear model with an application to meteorological data analysis
• Conditional mean estimation under asymmetric and heteroscedastic error by linear combination of quantile regressions
• Parametric simultaneous robust inferences for regression coefficient under generalized linear models
• Threshold \(\text{Arch}(1)\) processes: Asymptotic inference
• Sample size considerations for GEE analyses of three-level cluster randomized trials
• Transform martingale estimating functions
• A quasi-likelihood method for fractal-dimension estimation
• Wald-based spatial scan statistics for cluster detection
• Modeling strategies in longitudinal data analysis: covariate, variance function and correlation structure selection
• Adjusted empirical likelihood models with estimating equations for accelerated life tests
• Determining the mean-variance relationship in generalized linear models -- A parametric robust way
• Functional Regression Analysis of Fluorescence Curves
• Proper Bayesian estimating equation based on Hilbert space method
• The robustness of the quasilikelihood estimator
• Asymptotic normality of maximum quasi-likelihood estimators in generalized linear models with fixed design
• Quasi- and pseudo-maximum likelihood estimators for discretely observed continuous-time Markov branching processes
• A note on quasi-likelihood for exponential families
• An alternative derivation of the Kalman filter using the quasi-likelihood method
• Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method
• Pearson residual and efficiency of parameter estimates in generalized linear model
• Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate
• Fitting Nonlinear and Constrained Generalized Estimating Equations with Optimization Software
• On the coefficient of determination for mixed regression models
• Combining moment estimates of a parameter common through strata
• Selection of fixed effects in high-dimensional generalized linear mixed models
• Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression
• Robust estimation and inference for general varying coefficient models with missing observations
• An extension of the Gauss-Newton algorithm for estimation under asymmetric loss
• 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
• Empirical likelihood for generalized linear models with missing responses
• Generalized linear models
• Characteristic property of a class of multivariate variance functions
• Strong consistency of maximum quasi-likelihood estimate in generalized linear models via a last time
• Modelling over- and underdispersed frequencies of successful ink transmissions onto paper
• Regression analysis of stochastic fatigue crack growth model in a martingale difference framework
• Linear quantile regression models for longitudinal experiments: an overview
• Local influence analysis for quasi-likelihood nonlinear models with random effects
• Smooth tests of goodness of fit for the distributional assumption of regression models
• Geometric quasi-maximum likelihood estimation for a general class of integer-valued time series models
• Semi-parametric models for negative binomial panel data
• An alternative approach to the analysis of longitudinal data via generalized estimating equations
• Bartlett identities and large deviations in likelihood theory
• Natural exponential families associated to Pick functions
• Joint estimation of the mean and dispersion parameters in the analysis of proportions: A comparison of efficiency and bias
• Mixture analysis of multivariate categorical data with covariates and missing entries
• Generalized functional extended redundancy analysis
• Bayesian D-optimal design for logistic regression model with exponential distribution for random intercept
• Longitudinal data analysis using the conditional empirical likelihood method
• New improved estimators for overdispersion in models with clustered multinomial data and unequal cluster sizes
• A generalized quasi-likelihood estimation
• On some problems of weak consistency of quasi-maximum likelihood estimates in generalized linear models
• Nonlinear quasi-likelihood models: applications to continuous proportions
• Equivalence of several methods for efficient best subsets selection in generalized linear models
• Estimation methods for a flexible INAR(1) COM-Poisson time series model
• Information based model selection criteria for generalized linear mixed models with unknown variance component parameters
• A proposal for a goodness-of-fit test to the Arnason-Schwarz multisite capture-recapture model
• On bias reduction in robust inference for generalized linear models
• Detection of outliers in longitudinal count data via overdispersion
• Negative Binomial Additive Models
• Generalized linear models for the analysis of quality-improvement experiments
• One-sided Cauchy-Stieltjes kernel families
• Robust binary regression
• Akaike's information criterion in generalized estimating equations
• Laws of iterated logarithm for quasi-maximum likelihood estimator in generalized linear model
• New aspects of Bregman divergence in regression and classification with parametric and nonparametric estimation
• A simple and useful regression model for underdispersed count data based on Bernoulli-Poisson convolution
• A simple and useful regression model for fitting count data
• Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions
• GMM versus GQL inferences for panel count data
• Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes
• Large time behavior and pointwise estimates for compressible Euler equations with damping
• Estimation of small area event rates and of the associated standard errors
• Variable selection in high-dimensional double generalized linear models
• Using Fisher scoring to fit extended Poisson process models
• Limit theorems for regression models of time series of counts
• Nonparametric estimating equations based on a penalized information criterion
• Quasi Bayesian likelihood
• Forecasting functional time series
• Nonparametric inference in generalized functional linear models
• An optimal statistical and computational framework for generalized tensor estimation
• Missing data methods in longitudinal studies: a review
• Generalized functional linear models
• Inference in generalized linear regression models with a censored covariate
• Poisson QMLE of count time series models
• Local quasi-likelihood with a parametric guide
• Conditional and marginal models: another view (with comments and rejoinder)
• Marginal zero-inflated regression models for count data
• Optimal estimating functions, quasi-likelihood and statistical modelling
• Combining quasi and empirical likelihoods in generalized linear models with missing responses
• Joint estimation and variable selection for mean and dispersion in proper dispersion models
• Nonparametric quasi-likelihood
• Robust estimation of mean and dispersion functions in extended generalized additive models
• Testing the homogeneity of the means of several groups of count data in the presence of unequal dispersions

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