Pages that link to "Item:Q1077113"
From MaRDI portal
The following pages link to Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models (Q1077113):
Displaying 50 items.
- Beta autoregressive fractionally integrated moving average models (Q80218) (← links)
- Sure independence screening in generalized linear models with NP-dimensionality (Q140975) (← links)
- Penalized likelihood regression for generalized linear models with non-quadratic penalties (Q261840) (← links)
- A general class of zero-or-one inflated beta regression models (Q434931) (← links)
- Combining quasi and empirical likelihoods in generalized linear models with missing responses (Q444951) (← links)
- Kullback-Leibler aggregation and misspecified generalized linear models (Q447818) (← links)
- Semiparametric empirical likelihood estimation for two-stage outcome-dependent sampling under the frame of generalized linear models (Q477484) (← links)
- Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes (Q477916) (← links)
- Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach (Q488612) (← links)
- Feasible optimum Godambe scores for a semi-parametric GARCH time series (Q508110) (← links)
- Modeling discrete stock price changes using a mixture of Poisson distributions (Q530377) (← links)
- Asymptotic distribution of the weighted least squares estimator (Q583756) (← links)
- Random effects in ordinal regression models (Q671481) (← links)
- Equivalence of several methods for efficient best subsets selection in generalized linear models (Q672433) (← links)
- A note on conditions for the asymptotic normality of the conditional maximum likelihood estimator in log odds ratio regression (Q689494) (← links)
- An algorithm based on discrete response regression models suitable to correct the bias of non-response in surveys with several capture tries (Q706916) (← links)
- Credit risk modeling based on survival analysis with immunes (Q713772) (← links)
- Multivariate generalized linear mixed models with semi-nonparametric and smooth nonparametric random effects densities (Q746181) (← links)
- On Kalman filtering, posterior mode estimation and Fisher scoring in dynamic exponential family regression (Q750064) (← links)
- Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling (Q782645) (← links)
- An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models (Q816533) (← links)
- Estimation of regional transition probabilities for spatial dynamic microsimulations from survey data lacking in regional detail (Q829705) (← links)
- Asymptotic normality and strong consistency of maximum quasi-likelihood estimates in generalized linear models (Q854640) (← links)
- Convergence rate of the L-N estimator in Poisson-Gamma models (Q861417) (← links)
- Asymptotic properties of the maximum likelihood estimate in generalized linear models with stochastic regressors (Q882728) (← links)
- On some problems of weak consistency of quasi-maximum likelihood estimates in generalized linear models (Q946380) (← links)
- Generalized nonlinear models and variance function estimation (Q957135) (← links)
- An algorithm for robust linear estimation with grouped data (Q961111) (← links)
- Consistency and asymptotic normality of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random regressors (Q966523) (← links)
- Asymptotics of Bayesian median loss estimation (Q990880) (← links)
- On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
- Approximation of powers of some tests in one-way MANOVA type multivariate generalized linear model (Q1023752) (← links)
- Rate of strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models (Q1032801) (← links)
- Comparison of dichotomous and polytomous response models (Q1082020) (← links)
- A note on asymptotic testing theory for nonhomogeneous observations (Q1103291) (← links)
- Asymptotic theory in generalized linear models with nuisance scale parameters (Q1187099) (← links)
- The effect of link misspecification on binary regression inference (Q1205460) (← links)
- Jackknifing in generalized linear models (Q1260723) (← links)
- Inference for a binary lattice Markov process (Q1284589) (← links)
- Incomplete covariates data in generalized linear models (Q1297582) (← links)
- Testing the hypothesis of a generalized linear regression model using nonparametric regression estimation (Q1299384) (← links)
- Integration-based Kalman-filtering for a dynamic generalized linear trend model (Q1330516) (← links)
- Estimating and testing generalized linear models under inequality restrictions (Q1342783) (← links)
- Neural networks and logistic regression: Part I (Q1351182) (← links)
- Generalization of likelihood ratio tests under nonstandard conditions (Q1359429) (← links)
- On approximation of the level probabilities for testing ordered parallel regression lines (Q1359751) (← links)
- The effect of misspecifying the random-effects distribution in linear mixed models for longitudinal data (Q1391997) (← links)
- Asymptotics for generalized estimating equations with large cluster sizes (Q1394768) (← links)
- Second-order covariance matrix of maximum likelihood estimates in generalized linear models. (Q1423028) (← links)
- Consistency of logistic regression coefficient estimates calculated from a training sample. (Q1423244) (← links)