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Volumn 45, Issue 3, 1999, Pages 237-246

Strong consistency of maximum quasi-likelihood estimate in generalized linear models via a last time

Author keywords

Adaptive design; Canonical link function; Generalized linear models; Last time; Martingale differences; Maximum quasi likelihood estimate; Strong consistency

Indexed keywords


EID: 0033570858     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(99)00063-2     Document Type: Article
Times cited : (30)

References (14)
  • 1
    • 21144467719 scopus 로고
    • Fixed size confidence regions for parameters of a logistic regression model
    • Chang, Y.-c.I., Martinsek, A., 1992. Fixed size confidence regions for parameters of a logistic regression model. Ann. Statist. 20, 1953-1969.
    • (1992) Ann. Statist. , vol.20 , pp. 1953-1969
    • Chang, Y.-C.I.1    Martinsek, A.2
  • 3
    • 0002692442 scopus 로고
    • Some one-sided theorem on the tail distribution of sample sums with application to the last time and largest excess boundary crossings
    • Chow, Y.S., Lai, T.L., 1975. Some one-sided theorem on the tail distribution of sample sums with application to the last time and largest excess boundary crossings. Trans. Amer. Math. Soc. 208, 51-72.
    • (1975) Trans. Amer. Math. Soc. , vol.208 , pp. 51-72
    • Chow, Y.S.1    Lai, T.L.2
  • 7
    • 0000258837 scopus 로고
    • Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
    • Lai, T.L., Wei, C.-Z., 1982. Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems. Ann. Statist. 10, 154-166.
    • (1982) Ann. Statist. , vol.10 , pp. 154-166
    • Lai, T.L.1    Wei, C.-Z.2
  • 12
    • 0016335739 scopus 로고
    • Quasi-likelihood functions, generalized linear models, and the Gauss-Newton method
    • Wedderburn, 1974. Quasi-likelihood functions, generalized linear models, and the Gauss-Newton method. Biometrika 61, 439-147.
    • (1974) Biometrika , vol.61 , pp. 439-1147
    • Wedderburn1
  • 13
    • 84950861150 scopus 로고
    • Asymptotic inference from sequential design in a nonlinear situation
    • Wu, C.F.J., 1985. Asymptotic inference from sequential design in a nonlinear situation. J. Amer. Statist. Assoc. 80, 974-984.
    • (1985) J. Amer. Statist. Assoc. , vol.80 , pp. 974-984
    • Wu, C.F.J.1
  • 14
    • 0000144634 scopus 로고
    • Maximum likelihood recursion and stochastic approximation in sequential designs
    • J. Van Ryzen (Ed.). IMS Monograph Series
    • Wu, C.F.J., 1986. Maximum likelihood recursion and stochastic approximation in sequential designs. In: J. Van Ryzen (Ed.), Adaptive Statistical Procedures and Related Topics. IMS Monograph Series, vol. 8, pp. 298-313.
    • (1986) Adaptive Statistical Procedures and Related Topics , vol.8 , pp. 298-313
    • Wu, C.F.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.