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

DOI10.1007/S11766-008-1898-XMaRDI QIDQ1032801zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(11)

• Mean square convergence rates for maximum quasi-likelihood estimators
• Sufficient conditions of weak consistency of MQLE in quasi-likelihood nonlinear models
• Consistency and asymptotic normality of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random regressors
• Convergence Rate of Strong Consistency of the Maximum Likelihood Estimator in Exponential Family Nonlinear Models
• The rate of consistency of the quasi-maximum likelihood estimator.
• Quick consistency of quasi-maximum likelihood estimators in a multivariate Poisson process
• Rate of strong consistency of quasi maximum likelihood estimate in generalized linear models
• 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
• Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression
• scientific article; zbMATH DE number 5116176 (Why is no real title available?)

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