Bootstrap for generalized linear models

DOI10.1007/BF02924305zbMath0689.62020MaRDI QIDQ3031769

Günther Rothe

Publication date: 1989

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalitycanonical link functionmaximum likelihood estimatorgeneralized linear modelBootstrap estimatorweak bootstrap consistency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Linear inference, regression (62J99)

Related Items (1)

Asymptotic results for hybrids of empirical and partial sums processes

Cites Work

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• Jackknife approximations to bootstrap estimates
• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Some asymptotic theory for the bootstrap
• Estimated sampling distributions: The bootstrap and competitors
• On the asymptotic accuracy of Efron's bootstrap
• Log-linear models and frequency tables with small expected cell counts
• Bootstrap methods: another look at the jackknife
• Correction to: Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models

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