[1] |
Nelder J A, Wedderburn R W M. Generalized linear models[J]. Journal of the Royal Statistical Society, Series A, 1972, 135(3): 370-384.
|
[2] |
Fahrmeir L, Kaufmann H. Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models[J]. The Annals of Statistics, 1985, 13(1): 342-368.
|
[3] |
McCullagh P, Nelder J A. Generalized Linear Models[M].2nd ed. New York: Chapman & Hall, 1989.
|
[4] |
Chen K, Hu I, Ying Z. Strong consistency of maximum quasi-likelihood estimators in generalized linear models with fixed and adaptive designs[J]. The Annals of Statistics, 1999, 27(4): 1 155-1 163.
|
[5] |
Wang Z F, Chang Y C I. Sequential estimate for linear regression models with uncertain number of effective variables[J]. Metrika, 2013, 76:949-978.
|
[6] |
Tibshirani R. Regression shrinkage and selection via the lasso[J]. Journal of the Royal Statistical Society, Series B, 1996, 58(1): 267-288.
|
[7] |
Efron B, Hastie T, Johnstone I, et al. Least angle regression[J]. The Annals of Statistics, 2004, 32(2): 407-499.
|
[8] |
Fan J, Li R. Variable selection via nonconcave penalized likelihood and its oracle properties[J]. Journal of the American Statistical Association, 2001, 96(456): 1 348-1 360.
|
[9] |
Chang Y C I. Sequential confidence regions of generalized linear models with adaptive designs[J]. Journal of Statistical Planning and Inference, 2001, 93: 277-293.
|
[10] |
Lu H B, Wang Z F, Wu Y H. Sequential estimate for generalized linear models with uncertain number of effective variables[J]. Journal of Systems Science and Complexity, 2015, 28(2): 424-438.
|
[11] |
Chang Y C I. Sequential estimation in generalized linear models when covariates are subject to errors[J]. Metrika, 2011, 73: 93-120.
|
[12] |
Chow Y S, Robbins H. On the asymptotic theory of fixed-width sequential confidence intervals for the mean[J]. The Annals of Mathematical Statistics, 1965, 36(2): 457-462.
|
[13] |
Chang Y C I. Strong consistency of maximum quasi-likelihood estimate in generalized linear models via a last time[J]. Statistics & Probability Letters, 1999, 45(3): 237-246.
|
[14] |
Siegmund D. Sequential Analysis: Tests and Confidence Intervals[M]. New York: Springer-Verlag, 1985.
|
[15] |
Whitehead J. The Design and Analysis of Sequential Clinical Trials[M]. 2nd ed. New York: John Wiley & Sons, 1997.
|
[16] |
Anscombe F J. Large sample theory of sequential estimation[J]. Mathematical Proceedings of the Cambridge Philosophical Society, 1952, 48(4): 600-607.
|
[17] |
Woodroofe M. Nonlinear Renewal Theory in Sequential Analysis[M]. Philadelphia: Society for Industrial and Applied Mathematics, 1982.
|
[18] |
Willems J, Saunders J, Hunt D, et al. Prevalence of coronary heart disease risk factors among rural blacks: A community based study[J]. Southern Medical Journal, 1997, 90(8):814-820.
|
[19] |
Lai T L, Wei C Z. Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems[J]. The Annals of Statistics, 1982, 10(1): 154-166.
|
[1] |
Nelder J A, Wedderburn R W M. Generalized linear models[J]. Journal of the Royal Statistical Society, Series A, 1972, 135(3): 370-384.
|
[2] |
Fahrmeir L, Kaufmann H. Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models[J]. The Annals of Statistics, 1985, 13(1): 342-368.
|
[3] |
McCullagh P, Nelder J A. Generalized Linear Models[M].2nd ed. New York: Chapman & Hall, 1989.
|
[4] |
Chen K, Hu I, Ying Z. Strong consistency of maximum quasi-likelihood estimators in generalized linear models with fixed and adaptive designs[J]. The Annals of Statistics, 1999, 27(4): 1 155-1 163.
|
[5] |
Wang Z F, Chang Y C I. Sequential estimate for linear regression models with uncertain number of effective variables[J]. Metrika, 2013, 76:949-978.
|
[6] |
Tibshirani R. Regression shrinkage and selection via the lasso[J]. Journal of the Royal Statistical Society, Series B, 1996, 58(1): 267-288.
|
[7] |
Efron B, Hastie T, Johnstone I, et al. Least angle regression[J]. The Annals of Statistics, 2004, 32(2): 407-499.
|
[8] |
Fan J, Li R. Variable selection via nonconcave penalized likelihood and its oracle properties[J]. Journal of the American Statistical Association, 2001, 96(456): 1 348-1 360.
|
[9] |
Chang Y C I. Sequential confidence regions of generalized linear models with adaptive designs[J]. Journal of Statistical Planning and Inference, 2001, 93: 277-293.
|
[10] |
Lu H B, Wang Z F, Wu Y H. Sequential estimate for generalized linear models with uncertain number of effective variables[J]. Journal of Systems Science and Complexity, 2015, 28(2): 424-438.
|
[11] |
Chang Y C I. Sequential estimation in generalized linear models when covariates are subject to errors[J]. Metrika, 2011, 73: 93-120.
|
[12] |
Chow Y S, Robbins H. On the asymptotic theory of fixed-width sequential confidence intervals for the mean[J]. The Annals of Mathematical Statistics, 1965, 36(2): 457-462.
|
[13] |
Chang Y C I. Strong consistency of maximum quasi-likelihood estimate in generalized linear models via a last time[J]. Statistics & Probability Letters, 1999, 45(3): 237-246.
|
[14] |
Siegmund D. Sequential Analysis: Tests and Confidence Intervals[M]. New York: Springer-Verlag, 1985.
|
[15] |
Whitehead J. The Design and Analysis of Sequential Clinical Trials[M]. 2nd ed. New York: John Wiley & Sons, 1997.
|
[16] |
Anscombe F J. Large sample theory of sequential estimation[J]. Mathematical Proceedings of the Cambridge Philosophical Society, 1952, 48(4): 600-607.
|
[17] |
Woodroofe M. Nonlinear Renewal Theory in Sequential Analysis[M]. Philadelphia: Society for Industrial and Applied Mathematics, 1982.
|
[18] |
Willems J, Saunders J, Hunt D, et al. Prevalence of coronary heart disease risk factors among rural blacks: A community based study[J]. Southern Medical Journal, 1997, 90(8):814-820.
|
[19] |
Lai T L, Wei C Z. Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems[J]. The Annals of Statistics, 1982, 10(1): 154-166.
|