A note on the uniqueness of the quasi-likelihood estimator
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Publication:449918
DOI10.1016/S0167-7152(97)00162-4zbMATH Open1246.62091OpenAlexW2074608620MaRDI QIDQ449918FDOQ449918
Authors: George Tzavelas
Publication date: 2 September 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(97)00162-4
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Cites Work
- An Optimum Property of Regular Maximum Likelihood Estimation
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- Quasi-likelihood functions
- Potential functions and conservative estimating functions
- Optimal Estimating Equations with Applications to Insect Development Times
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Cited In (14)
- Asymptotic properties of approximate maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random effects
- The uniqueness of the quasi-likelihood estimator in the Poisson model with an error in the regressor
- Mean square convergence rates for maximum quasi-likelihood estimators
- Combining quasi and empirical likelihoods in generalized linear models with missing responses
- Optimal Distributed Subsampling for Maximum Quasi-Likelihood Estimators With Massive Data
- Consistency and asymptotic normality of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random regressors
- A note on the existence and uniqueness of quasi-maximum likelihood estimators for mixed regressive, spatial autoregression models
- Rate of strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models
- Asymptotic Properties of the Maximum Quasi-Likelihood Estimator in Quasi-Likelihood Nonlinear Models
- On the uniqueness of the maximum likelihood estimator.
- Nested quasi-likelihood models and sufficiency
- Truncated quasi-score function in the 1-dependent and stationary case
- Some asymptotic inference in quasi-likelihood nonlinear models: A geometric approach
- Asymptotic properties of maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with misspecified variance function
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