Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with adaptive designs
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Publication:3143510
DOI10.1080/02331888.2010.543465zbMath1314.62081OpenAlexW2021061289MaRDI QIDQ3143510
Jin-Guan Lin, Qi-Bing Gao, Yao-hua Wu, Chun-hua Zhu
Publication date: 30 November 2012
Published in: Unnamed Author (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2010.543465
Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12) Sequential statistical design (62L05)
Related Items (7)
Empirical likelihood for generalized linear models with fixed and adaptive designs ⋮ The asymptotic properties of SCAD penalized generalized linear models with adaptive designs ⋮ Asymptotic properties of GEE with diverging dimension of covariates ⋮ Asymptotic properties of maximum likelihood estimator for two-step logit models ⋮ Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with diverging number of covariates ⋮ Randomization tests in recursive response-adaptive randomization procedures ⋮ Taylor quasi-likelihood for limited generalized linear models
Cites Work
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- Asymptotic normality of maximum quasi-likelihood estimators in generalized linear models with fixed design
- Strong consistency of least squares estimates in multiple regression II
- Asymptotic normality and strong consistency of maximum quasi-likelihood estimates in generalized linear models
- Strong consistency of maximum quasi-likelihood estimate in generalized linear models via a last time
- Weak and strong consistency of the least squares estimators in regression models
- Sequential confidence regions of generalized linear models with adaptive designs
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