Asymptotic normality and strong consistency of maximum quasi-likelihood estimates in generalized linear models

DOI10.1007/S11425-004-5169-XzbMATH Open1112.62070OpenAlexW1694927304MaRDI QIDQ854640FDOQ854640

Chengdong Wei, Lincheng Zhao, Chang-Ming Yin

Publication date: 6 December 2006

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-004-5169-x

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zbMATH Keywords

quasi-likelihood estimates

Mathematics Subject Classification ID

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

Cites Work

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• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
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• Sequential confidence regions of generalized linear models with adaptive designs
• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
• Regression models for nonstationary categorical time series: Asymptotic estimation theory
• Maximum likelihood estimation in misspecified generalized linear models
• Asymptotics for generalized estimating equations with large cluster sizes
• Strong consistency of maximum quasi-likelihood estimators in generalized linear models with fixed and adaptive designs
• Strong consistency of maximum quasi-likelihood estimate in generalized linear models via a last time
• Rate of strong consistency of quasi maximum likelihood estimate in generalized linear models
• Title not available (Why is that?)
• Asymptotic normality of quasi maximum likelihood estimate in generalized linear models
• Strong consistency of maximum quasi-likelihood estimates in generalized linear models

Cited In (27)

• Large-sample theory for generalized linear models with non-natural link and random variates
• Communication-efficient distributed estimator for generalized linear models with a diverging number of covariates
• Title not available (Why is that?)
• Strong consistency of the maximum likelihood estimator in generalized linear models
• Empirical likelihood in generalized linear models with working covariance matrix
• Strong consistency of maximum quasi-likelihood estimates in generalized linear models
• Title not available (Why is that?)
• Law of iterated logarithm and model selection consistency for generalized linear models with independent and dependent responses
• Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with diverging number of covariates
• Rate of Strong Consistency of Maximum Quasi-Likelihood Estimator in Multivariate Generalized Linear Models
• Asymptotics of maximum quasi-likelihood estimates in generalized linear models with adaptive designs
• Asymptotic normality of maximum quasi-likelihood estimators in generalized linear models with fixed design
• Maximum likelihood estimation in logistic regression models with a diverging number of covariates
• Empirical likelihood for generalized linear models with fixed and adaptive designs
• Title not available (Why is that?)
• The asymptotic properties of SCAD penalized generalized linear models with adaptive designs
• Estimation in autoregressive models with surrogate data and validation data
• Strong convergence rates of maximum quasi-likelihood estimators in generalized linear models
• A comprehensive comparison of goodness-of-fit tests for logistic regression models
• Asymptotic normality of quasi maximum likelihood estimate in generalized linear models
• Asymptotic Properties of Maximum Quasi-Likelihood Estimates in Generalized Linear Models with “Working” Covariance Matrix and Adaptive Designs
• Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with adaptive designs
• Randomization tests in recursive response-adaptive randomization procedures
• Asymptotic properties of the maximum likelihood estimate in generalized linear models with stochastic regressors
• Active learning in multiple-class classification problems via individualized binary models
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• On some problems of weak consistency of quasi-maximum likelihood estimates in generalized linear models

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