Rate of Strong Consistency of Maximum Quasi-Likelihood Estimator in Multivariate Generalized Linear Models

DOI10.1080/03610920802074851zbMath1292.62046OpenAlexW2013372385MaRDI QIDQ5494953

Hong Zhang, Lin Cheng Zhao, Chang-Ming Yin

Publication date: 30 July 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802074851

zbMATH Keywords

multivariate generalized linear modelsmaximum quasi-likelihood estimatorstrong consistency rate

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12)

Related Items (3)

Unnamed Item ⋮ Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression ⋮ Dynamic Pricing with Multiple Products and Partially Specified Demand Distribution

Cites Work

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• Strong consistency of maximum quasi-likelihood estimate in generalized linear models via a last time
• Adaptive design and stochastic approximation
• Asymptotic normality of quasi maximum likelihood estimate in generalized linear models
• Maximum likelihood estimation in misspecified generalized linear models
• Efficient Sequential Designs With Binary Data
• Statistical models based on counting processes

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