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Strong Consistency of the Maximum Likelihood Estimator in Generalized Linear and Nonlinear Mixed-Effects Models

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  • L. Nie

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  • L. Nie, 2006. "Strong Consistency of the Maximum Likelihood Estimator in Generalized Linear and Nonlinear Mixed-Effects Models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 63(2), pages 123-143, April.
    • Handle: RePEc:spr:metrik:v:63:y:2006:i:2:p:123-143
    DOI: 10.1007/s00184-005-0001-3
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    Cited by:

    1. Comte, F. & Genon-Catalot, V. & Samson, A., 2013. "Nonparametric estimation for stochastic differential equations with random effects," Stochastic Processes and their Applications, Elsevier, vol. 123(7), pages 2522-2551.
    2. Elena M. D. Schönthaler & Nina Dalkner & Michaela Ratzenhofer & Eva Fleischmann & Frederike T. Fellendorf & Susanne A. Bengesser & Armin Birner & Alexander Maget & Melanie Lenger & Martina Platzer & R, 2022. "Greater Emotional Distress Due to Social Distancing and Greater Symptom Severity during the COVID-19 Pandemic in Individuals with Bipolar Disorder: A Multicenter Study in Austria, Germany, and Denmark," IJERPH, MDPI, vol. 19(13), pages 1-15, June.
    3. Delattre, Maud & Genon-Catalot, Valentine & Larédo, Catherine, 2018. "Parametric inference for discrete observations of diffusion processes with mixed effects," Stochastic Processes and their Applications, Elsevier, vol. 128(6), pages 1929-1957.
    4. Maud Delattre & Valentine Genon-Catalot & Catherine Larédo, 2018. "Approximate maximum likelihood estimation for stochastic differential equations with random effects in the drift and the diffusion," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(8), pages 953-983, November.
    5. Baey, Charlotte & Cournède, Paul-Henry & Kuhn, Estelle, 2019. "Asymptotic distribution of likelihood ratio test statistics for variance components in nonlinear mixed effects models," Computational Statistics & Data Analysis, Elsevier, vol. 135(C), pages 107-122.
    6. Maud Delattre & Valentine Genon-Catalot & Adeline Samson, 2013. "Maximum Likelihood Estimation for Stochastic Differential Equations with Random Effects," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(2), pages 322-343, June.
    7. B. L. S. Prakasa Rao, 2021. "Nonparametric Estimation for Stochastic Differential Equations Driven by Mixed Fractional Brownian Motion with Random Effects," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 554-568, August.

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