Empirical likelihood in generalized linear models with working covariance matrix

DOI10.1007/s10255-022-1067-7zbMath1493.62446OpenAlexW4225882774MaRDI QIDQ2115219

Liu-liu Mao, Chun-hua Zhu, Xiuqing Zhou, Qi-Bing Gao, Xiu-li Du

Publication date: 15 March 2022

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-022-1067-7

zbMATH Keywords

empirical likelihoodgeneralized linear modelsmultivariate responseworking covariance matrix

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Cites Work

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• Improving generalised estimating equations using quadratic inference functions
• Asymptotic normality and strong consistency of maximum quasi-likelihood estimates in generalized linear models
• Empirical likelihood and general estimating equations
• Strong consistency of maximum quasi-likelihood estimators in generalized linear models with fixed and adaptive designs
• Adaptive quasi-likelihood estimate in generalized linear models
• Empirical likelihood inference for parameters in a partially linear errors-in-variables model
• Empirical likelihood for generalized linear models with fixed and adaptive designs
• Asymptotic Properties of Maximum Quasi-Likelihood Estimates in Generalized Linear Models with “Working” Covariance Matrix and Adaptive Designs
• Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data

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