Asymptotic normality and strong consistency of maximum quasi-likelihood estimates in generalized linear models

DOI10.1007/s11425-004-5169-xzbMath1112.62070OpenAlexW1694927304MaRDI QIDQ854640

Cheng-Dong Wei, Lin Cheng Zhao, Chang-Ming Yin

Publication date: 6 December 2006

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-004-5169-x

zbMATH Keywords

quasi-likelihood estimates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12)

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Cites Work

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• Maximum likelihood estimation in misspecified generalized linear models
• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
• Sequential confidence regions of generalized linear models with adaptive designs

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