Asymptotics of maximum quasi-likelihood estimates in generalized linear models with adaptive designs
Liu Xiao-hong
Abstract
Liu Xiao-hong
Abstract
In a generalized linear model with adaptive designs,under the most general assumption on the minimum eigenvalue of Fisher information matrix,the moment condition on responses as weak as possible and other mild regular conditions,it is proved that the maximum quasi-likelihood estimates for the regression parameter vector are strongly consistent and asymptotically normal.
OpenAlex reports 1 citations for this work. Citation counts describe recorded attention and do not establish research quality.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
In a generalized linear model with adaptive designs,under the most general assumption on the minimum eigenvalue of Fisher information matrix,the moment condition on responses as weak as possible and other mild regular conditions,it is proved that the maximum quasi-likelihood estimates for the regression parameter vector are strongly consistent and asymptotically normal.
Key concepts: Mathematics, Fisher information, Eigenvalues and eigenvectors, Applied mathematics, Generalized linear model, Moment (physics), Maximum likelihood, Linear model