Asymptotic normality of maximum quasi-likelihood estimators in generalized linear models with fixed design

DOI10.1007/s11424-008-9128-4zbMath1206.62130OpenAlexW2057404011MaRDI QIDQ732805

Chun-hua Zhu, Qi-Bing Gao, Yao-hua Wu, Zhan-Feng Wang

Publication date: 15 October 2009

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-008-9128-4

zbMATH Keywords

fixed design

Mathematics Subject Classification ID

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

Related Items (4)

Asymptotic Properties of Maximum Quasi-Likelihood Estimates in Generalized Linear Models with “Working” Covariance Matrix and Adaptive Designs ⋮ Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with diverging number of covariates ⋮ Nonparametric screening under conditional strictly convex loss for ultrahigh dimensional sparse data ⋮ Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with adaptive designs

Cites Work

• Strong consistency of maximum quasi-likelihood estimators in generalized linear models with fixed and adaptive designs
• Rate of strong consistency of quasi maximum likelihood estimate in generalized linear models
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