Strong consistency of the maximum likelihood estimator in generalized linear models

zbMATH Open1093.62030MaRDI QIDQ5481382FDOQ5481382

Authors: Jieli Ding, Xi-Ru Chen 

Publication date: 9 August 2006

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Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12)

Cited In (10)

• Strong consistency of maximum quasi-likelihood estimates in generalized linear models
• The subset argument and consistency of MLE in GLMM: answer to an open problem and beyond
• Strong consistency of the maximum likelihood estimator in generalized linear and nonlinear mixed-effects models
• A maximum likelihood prediction function for the linear model with consistency results
• Large sample properties of generalized estimating equations with adaptive designs for longitudinal data
• Consistency of restricted maximum likelihood estimators of principal components
• Strong consistency of the maximum likelihood estimator in exponential family nonlinear mod\-els
• A limit theorem for parameters in generalized linear models
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Going beyond oracle property: selection consistency and uniqueness of local solution of the generalized linear model

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