Rate of strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models

DOI10.1007/S11766-008-1898-XzbMath1190.62044OpenAlexW2062518530MaRDI QIDQ1032801

Tian Xia, Fan Chao Kong

Publication date: 11 November 2009

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-008-1898-x

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12) General nonlinear regression (62J02) Strong limit theorems (60F15)

Related Items (2)

Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression ⋮ Consistency and asymptotic normality of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random regressors

Cites Work

• A note on the uniqueness of the quasi-likelihood estimator
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Strong consistency of maximum quasi-likelihood estimate in generalized linear models via a last time
• Strong consistency of maximum quasi-likelihood estimators in generalized linear models with fixed and adaptive designs
• Quasi-likelihood functions
• Rate of strong consistency of quasi maximum likelihood estimate in generalized linear models
• Probability Inequalities for the Sum of Independent Random Variables
• Asymptotic Properties of the Maximum Quasi-Likelihood Estimator in Quasi-Likelihood Nonlinear Models
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