Asymptotic normality of quasi maximum likelihood estimate in generalized linear models

DOI10.1142/S0252959905000373zbMath1073.62062MaRDI QIDQ2572418

Li Yue, X. R. Chen

Publication date: 8 November 2005

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

zbMATH Keywords

quasi likelihood estimate

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Generalized linear models (logistic models) (62J12)

Related Items (2)

Asymptotic normality and strong consistency of maximum quasi-likelihood estimates in generalized linear models ⋮ Rate of Strong Consistency of Maximum Quasi-Likelihood Estimator in Multivariate Generalized Linear Models

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