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math.ST2016★ 3 cited
Schwarz type model comparison for LAQ models
Shoichi Eguchi, Hiroki Masuda
For model-specification purpose, we study asymptotic behavior of the marginal quasi-log likelihood associated with a family of locally asymptotically quadratic (LAQ) statistical ex…
math.ST2016★ 1 cited
Model comparison for generalized linear models with dependent observations
Shoichi Eguchi
The stochastic expansion of the marginal quasi-likelihood function associated with a class of generalized linear models is shown. Based on the expansion, a quasi-Bayesian informati…