Treffer: Asymptotic Properties of Maximum Quasi-Likelihood Estimates in Generalized Linear Models with Working Covariance Matrix and Adaptive Designs
Title:
Asymptotic Properties of Maximum Quasi-Likelihood Estimates in Generalized Linear Models with Working Covariance Matrix and Adaptive Designs
Authors:
Source:
Communications in statistics. Theory and methods. 41(19-21):3544-3561
Publisher Information:
Philadelphia, PA: Taylor & Francis, 2012.
Publication Year:
2012
Physical Description:
print, 1/2 p
Original Material:
INIST-CNRS
Subject Terms:
Mathematics, Mathématiques, Sciences exactes et technologie, Exact sciences and technology, Sciences et techniques communes, Sciences and techniques of general use, Mathematiques, Mathematics, Probabilités et statistiques, Probability and statistics, Statistiques, Statistics, Généralités, General topics, Lois de probabilités, Distribution theory, Analyse numérique. Calcul scientifique, Numerical analysis. Scientific computation, Analyse numérique, Numerical analysis, Accélération de convergence, Acceleration of convergence, Probabilités et statistiques numériques, Numerical methods in probability and statistics, Accélération convergence, Convergence acceleration, Aceleración convergencia, Analyse numérique, Numerical analysis, Análisis numérico, Comportement asymptotique, Asymptotic behavior, Comportamiento asintótico, Convergence asymptotique, Asymptotic convergence, Convergencia asintótica, Distribution statistique, Statistical distribution, Distribución estadística, Matrice covariance, Covariance matrix, Matriz covariancia, Maximum vraisemblance, Maximum likelihood, Maxima verosimilitud, Modèle linéaire généralisé, Generalized linear model, Modelo lineal generalizado, Méthode Monte Carlo, Monte Carlo method, Método Monte Carlo, Méthode statistique, Statistical method, Método estadístico, Méthode stochastique, Stochastic method, Método estocástico, Normalité asymptotique, Asymptotic normality, Normalidad asintótica, Simulation, Simulación, Taux convergence, Convergence rate, Relación convergencia, Théorie approximation, Approximation theory, 62E17, 62E20, 65B99, 65C05, Loi asymptotique, Plan adaptatif, Adaptive design, Propriété asymptotique, Quasi vraisemblance, Quasi likelihood, 62F12, 62H12, Adaptive designs, Generalized linear models, Maximum quasi-likelihood estimates, Working Covariance Matrix
Document Type:
Fachzeitschrift
Article
File Description:
text
Language:
English
Author Affiliations:
Department of Mathematics, Southeast University, Nanjing, China
School of Mathematical Science, Nanjing Normal University, Nanjing, China
Department of Statistics, Nanjing Audit University, Nanjing, China
Department of Statistics & Finance, University of Science and Technology of China, Hefei, China
School of Mathematical Science, Nanjing Normal University, Nanjing, China
Department of Statistics, Nanjing Audit University, Nanjing, China
Department of Statistics & Finance, University of Science and Technology of China, Hefei, China
ISSN:
0361-0926
Rights:
Copyright 2015 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Mathematics
Accession Number:
edscal.26496301
Database:
PASCAL Archive
Weitere Informationen
In this article, for the generalized linear models (GLMs) with working covariance matrix and adaptive designs, we develop the asymptotic properties of maximum quasi-likelihood estimators (MQLEs) under some mild regular conditions. The existence of MQLEs in quasi-likelihood equation, the rate of convergence and asymptotic normality of MQLEs are presented. The results are illustrated by Monte-Carlo simulations.