Asymptotic theory for maximum likelihood estimates in reduced-rank multivariate generalized linear models

DOI10.1080/02331888.2018.1467420zbMath1420.62313arXiv1710.04349OpenAlexW2963408673WikidataQ91265004 ScholiaQ91265004MaRDI QIDQ4580024

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Publication date: 13 August 2018

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.04349

zbMATH Keywords

exponential familyM-estimationnon-convexparameter spacesrank restriction

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

Probability inequalities for sums of NSD random variables and applications, Sufficient dimension reduction and prediction in regression: asymptotic results

Uses Software

• VGAM

Cites Work

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