QUASI-LIKELIHOOD

作品数：21被引量：53H指数：3
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相关机构：贵州财经大学更多>>
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Asymptotic Properties of Maximum Quasi-Likelihood Estimators in Generalized Linear Models with Diverging Number of Covariates被引量：1
《Journal of Systems Science & Complexity》2018年第5期1362-1376,共15页GAO Qibing DU Xiuli ZHOU Xiuqing XIE Fengchang 
supported by Major Programm of Natural Science Foundation of China under Grant No.71690242;the Natural Science Foundation of China under Grant No.11471252;the National Social Science Fund of China under Grant No.18BTJ040
In this paper, for the generalized linear models （GLMs） with diverging number of covariates, the asymptotic properties of maximum quasi-likelihood estimators （MQLEs） under some regular conditions are developed. Th...
关键词：Asymptotic normality diverging dimension generalized linear models linear hypothesis maximum quasi-likelihood estimators. 
ASYMPTOTIC NORMALITY OF MAXIMUM QUASI-LIKELIHOOD ESTIMATORS IN GENERALIZED LINEAR MODELS WITH FIXED DESIGN被引量：3
《Journal of Systems Science & Complexity》2008年第3期463-473,共11页Qibing GAO Yaohua WU Chunhua ZHU Zhanfeng WANG 
the National Natural Science Foundation of China under Grant Nos.10171094,10571001,and 30572285;the Foundation of Nanjing Normal University under Grant No.2005101XGQ2B84;the Natural Science Foundation of the Jiangsu Higher Education Institutions of China under Grant No.07KJD110093;the Foundation of Anhui University under Grant No.02203105
In generalized linear models with fixed design, under the assumption λ↑_n→∞ and other regularity conditions, the asymptotic normality of maximum quasi-likelihood estimator ^↑βn, which is the root of the quasi-li...
关键词：Asymptotic normality fixed design generalized linear models maximum quasi-likelihood estimator 
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