On some problems of weak consistency of quasi-maximum likelihood estimates in generalized linear models

DOI10.1007/S11425-007-0172-7zbMath1143.62042OpenAlexW2132050702MaRDI QIDQ946380

Sanguo Zhang, Yuan Liao

Publication date: 23 September 2008

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-007-0172-7

zbMATH Keywords

convergence rateweak consistencyquasi-maximum likelihood estimates (QMLE)

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Generalized linear models (logistic models) (62J12)

Related Items (3)

Asymptotic Properties of Quasi-Maximum Likelihood Estimates in Generalized Linear Models ⋮ Unnamed Item ⋮ Asymptotic properties of maximum likelihood estimator for two-step logit models

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