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Volumn 26, Issue 3, 2005, Pages 467-474

Asymptotic normality of Quasi maximum likelihood estimate in generalized linear models

Author keywords

Asmptotically normal; Asymptotic normality; Generalized linear model; Quasi likelihood estimate

Indexed keywords


EID: 24944530543     PISSN: 02529599     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0252959905000373     Document Type: Article
Times cited : (3)

References (9)
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    • Haberman, S.J.1
  • 2
    • 0009130002 scopus 로고
    • Asymptotic normality of maximum likelihood estimates based on independent,unequally distributed observations in exponential family models
    • Nordberg, L., Asymptotic normality of maximum likelihood estimates based on independent,unequally distributed observations in exponential family models, Scand. J. Statist., 7(1980), 27-32.
    • (1980) Scand. J. Statist. , vol.7 , pp. 27-32
    • Nordberg, L.1
  • 3
    • 0001241028 scopus 로고
    • Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
    • Fahrmeir, L. & Kanfmann, H., Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models, Ann. Statist., 13(1985), 342-368.
    • (1985) Ann. Statist. , vol.13 , pp. 342-368
    • Fahrmeir, L.1    Kanfmann, H.2
  • 4
    • 0041504315 scopus 로고
    • Asymptotic inference in discrete response models
    • Fahrmeir, L. & Kanfmann, H., Asymptotic inference in discrete response models, Statistical Papers, 27(1986), 179-205.
    • (1986) Statistical Papers , vol.27 , pp. 179-205
    • Fahrmeir, L.1    Kanfmann, H.2
  • 5
    • 0000018553 scopus 로고
    • Maximum likelihood estimation in misspecified generalized linear models
    • Fahrmeir, L., Maximum likelihood estimation in misspecified generalized linear models, Ststistics, 21(1990), 487-502.
    • (1990) Ststistics , vol.21 , pp. 487-502
    • Fahrmeir, L.1
  • 6
    • 0033236905 scopus 로고    scopus 로고
    • Strong consistency of maximum Quasi-likelihood estimators in generalized linear models with fixed and adaptive design
    • Chen, K. et al., Strong consistency of maximum Quasi-likelihood estimators in generalized linear models with fixed and adaptive design, Ann. Statist., 27(1999), 1155-1163.
    • (1999) Ann. Statist. , vol.27 , pp. 1155-1163
    • Chen, K.1
  • 7
    • 12344315941 scopus 로고    scopus 로고
    • Rate of strong consistency of quasi maximum likelihood estimate in generalized linear models
    • Yue, L. & Chen, X. R., Rate of strong consistency of quasi maximum likelihood estimate in generalized linear models, Science in China, Ser. A, 47:6(2004), 882-893.
    • (2004) Science in China, Ser. A , vol.47 , Issue.6 , pp. 882-893
    • Yue, L.1    Chen, X.R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.