Generalized nonlinear models and variance function estimation

DOI10.1016/j.csda.2004.03.004zbMath1429.62282OpenAlexW2028563791MaRDI QIDQ957135

Jin-Guan Lin, Bo-Cheng Wei, Nansong Zhang

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2004.03.004

zbMATH Keywords

asymptotic normalityiterative estimationconvergence criterionasymptotic existence\(\sqrt n\)-consistencygeneralized nonlinear modelnonlinear variance function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02)

Related Items (1)

The Performance of a Robust Multistage Estimator in Nonlinear Regression with Heteroscedastic Errors

Uses Software

• R

Cites Work

• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Asymptotic theory of nonlinear least squares estimation
• A note on a heteroscedastic model
• Exponential family nonlinear models
• Nonparametric quasi-likelihood
• Quasi-likelihood functions
• Maximum likelihood estimation in misspecified generalized linear models
• Variance Function Estimation
• The Analysis of Unbalanced Cross-Classifications
• Least Squares Estimation when the Covariance Matrix and Parameter Vector are Functionally Related
• Asymptotic Properties of Non-Linear Least Squares Estimators
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