Consistency and asymptotic normality of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random regressors

DOI10.1007/s10255-009-7168-8zbMath1185.62054MaRDI QIDQ966523

Shun-Fang Wang, Tian Xia, Xue Ren Wang

Publication date: 23 April 2010

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-009-7168-8

zbMATH Keywords

consistency; asymptotic normality; maximum quasi-likelihood estimator; quasi-likelihood nonlinear models with random regressors

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

60F05: Central limit and other weak theorems

62J12: Generalized linear models (logistic models)

62J02: General nonlinear regression

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Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression

Cites Work

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