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

DOI10.1007/S11766-008-1898-XzbMATH Open1190.62044OpenAlexW2062518530MaRDI QIDQ1032801FDOQ1032801

Authors: Tian Xia, Fanchao 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

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Mathematics Subject Classification ID

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

Cites Work

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

Cited In (11)

• Quick consistency of quasi-maximum likelihood estimators in a multivariate Poisson process
• Title not available (Why is that?)
• Sufficient conditions of weak consistency of MQLE in quasi-likelihood nonlinear models
• Mean square convergence rates for maximum quasi-likelihood estimators
• The rate of consistency of the quasi-maximum likelihood estimator.
• 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
• Strong consistency of maximum quasi-likelihood estimators in quasi-likelihood nonlinear models
• Rate of strong consistency of maximum quasi-likelihood estimator in multivariate generalized linear models
• Rate of strong consistency of quasi maximum likelihood estimate in generalized linear models
• Convergence Rate of Strong Consistency of the Maximum Likelihood Estimator in Exponential Family Nonlinear Models

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