The following pages link to (Q4044015):
Displaying 50 items.
- Tree-structured modelling of varying coefficients (Q113880) (← links)
- On a dispersion model with Pearson residual responses (Q139959) (← links)
- Generalized linear models with unspecified reference distribution (Q150916) (← links)
- Joint estimation and variable selection for mean and dispersion in proper dispersion models (Q309529) (← links)
- Optimal designs based on the maximum quasi-likelihood estimator (Q313118) (← links)
- Many to one comparisons in a longitudinal binary data setup (Q356497) (← links)
- Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (Q367001) (← links)
- Aspects of likelihood inference (Q373536) (← links)
- Information based model selection criteria for generalized linear mixed models with unknown variance component parameters (Q391541) (← links)
- Robust estimators for generalized linear models (Q393579) (← links)
- Estimation of small area event rates and of the associated standard errors (Q419327) (← links)
- Inference in generalized linear regression models with a censored covariate (Q434965) (← links)
- Combining quasi and empirical likelihoods in generalized linear models with missing responses (Q444951) (← links)
- Linear quantile regression models for longitudinal experiments: an overview (Q497095) (← links)
- Geometric quasi-maximum likelihood estimation for a general class of integer-valued time series models (Q501895) (← links)
- Semi-parametric models for negative binomial panel data (Q505488) (← links)
- New improved estimators for overdispersion in models with clustered multinomial data and unequal cluster sizes (Q517401) (← links)
- Inference for the positive stable laws based on a special quadratic distance (Q537232) (← links)
- One-sided Cauchy-Stieltjes kernel families (Q548159) (← links)
- Pearson residual and efficiency of parameter estimates in generalized linear model (Q607226) (← links)
- Missing data methods in longitudinal studies: a review (Q619079) (← links)
- Robust binary regression (Q622444) (← links)
- Empirical likelihood for generalized linear models with missing responses (Q630927) (← links)
- Blockwise empirical likelihood for time series of counts (Q631632) (← links)
- Generalized linear mixed models: a review and some extensions (Q636149) (← links)
- Nonlinear quasi-likelihood models: applications to continuous proportions (Q672069) (← links)
- Equivalence of several methods for efficient best subsets selection in generalized linear models (Q672433) (← links)
- Adjusted empirical likelihood models with estimating equations for accelerated life tests (Q710762) (← links)
- Determining the mean-variance relationship in generalized linear models -- A parametric robust way (Q710766) (← links)
- A bivariate generalized linear model with an application to meteorological data analysis (Q713649) (← links)
- Quasi Bayesian likelihood (Q713727) (← links)
- On composite marginal likelihoods (Q732228) (← links)
- Asymptotic normality of maximum quasi-likelihood estimators in generalized linear models with fixed design (Q732805) (← links)
- Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method (Q736590) (← links)
- Estimation in functional regression for general exponential families (Q741792) (← links)
- Variable selection in high-dimensional double generalized linear models (Q744756) (← links)
- Combining moment estimates of a parameter common through strata (Q753336) (← links)
- Generalized linear models (Q760989) (← links)
- Regression analysis of stochastic fatigue crack growth model in a martingale difference framework (Q777851) (← links)
- Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate (Q782628) (← links)
- Some contributions to efficient statistics in structural models: Specification and estimation of moment structures (Q789863) (← links)
- GMM versus GQL inferences for panel count data (Q842957) (← links)
- Conditional least squares estimation in nonstationary nonlinear stochastic regression models (Q847648) (← links)
- Asymptotic normality and strong consistency of maximum quasi-likelihood estimates in generalized linear models (Q854640) (← links)
- A note on quasi-likelihood for exponential families (Q876990) (← links)
- An alternative derivation of the Kalman filter using the quasi-likelihood method (Q880264) (← links)
- Large time behavior and pointwise estimates for compressible Euler equations with damping (Q887042) (← links)
- Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression (Q893956) (← links)
- Characteristic property of a class of multivariate variance functions (Q904333) (← links)
- Proper Bayesian estimating equation based on Hilbert space method (Q930088) (← links)
