Asymptotic Properties of Maximum Quasi-Likelihood Estimators in Generalized Linear Models with Diverging Number of Covariates 被引量：1

Asymptotic Properties of Maximum Quasi-Likelihood Estimators in Generalized Linear Models with Diverging Number of Covariates

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作者 GAO Qibing DU Xiuli ZHOU Xiuqing XIE Fengchang

机构地区 School of Mathematics Science

出处《Journal of Systems Science & Complexity》 SCIE EI CSCD 2018年第5期1362-1376,共15页 系统科学与复杂性学报（英文版）

基金 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

关键词线性模型 Monte-Carlo 评估分叉性质线性假设和集 Asymptotic normality diverging dimension generalized linear models linear hypothesis maximum quasi-likelihood estimators.

分类号 O212 [理学—概率论与数理统计]

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参考文献4

1YIN Changming, ZHAO Lincheng & WEI Chengdong School of Mathematics and Information Science, Guangxi University, Manning 530004, China,Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026, China,Department of Mathematics, Guangxi Teacher College, Manning 530001, China.Asymptotic normality and strong consistency of maximum quasi-likelihood estimates in generalized linear models[J].Science China Mathematics,2006,49(2):145-157. 被引量：14
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2YIN Changming, ZHAO Lincheng & WEI Chengdong School of Mathematics and Information Science, Guangxi University, Manning 530004, China,Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026, China,Department of Mathematics, Guangxi Teacher College, Manning 530001, China.Asymptotic normality and strong consistency of maximum quasi-likelihood estimates in generalized linear models[J].Science China Mathematics,2006,49(2):145-157. 被引量：14
3YiN Changming ZHAO Lincheng.Strong consistency of maximum quasi-likelihood estimates in generalized linear models[J].Science China Mathematics,2005,48(8):1009-1014. 被引量：13
4Zhang SanGuo,Liao Yuan.On some problems of weak consistency of quasi-maximum likelihood estimates in generalized linear models[J].Science China Mathematics,2008,51(7):1287-1296. 被引量：6
5YUELI,CHENXIRU.ASYMPTOTIC NORMALITY OF QUASI MAXIMUM LIKELIHOOD ESTIMATE IN GENERALIZED LINEAR MODELS[J].Chinese Annals of Mathematics,Series B,2005,26(3):467-474. 被引量：5
6Jie-li Ding,Xi-ru Chen.Large-Sample Theory for Generalized Linear Models with Non-natural Link and Random Variates[J].Acta Mathematicae Applicatae Sinica,2006,22(1):115-126. 被引量：1
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8廖源,张三国,薛宏旗.多维广义线性模型拟极大似然估计的弱相合性[J].应用概率统计,2006,22(3):288-294. 被引量：13
9Jie Li DING,Xi Ru CHEN.Asymptotic Properties of the Maximum Likelihood Estimate in Generalized Linear Models with Stochastic Regressors[J].Acta Mathematica Sinica,English Series,2006,22(6):1679-1686. 被引量：6
10张三国,廖源.关于广义线性模型拟似然估计弱相合性的几个问题[J].中国科学（A辑）,2007,37(11):1368-1376. 被引量：10

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2018年第5期

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