Rate of strong consistency of quasi maximum likelihood estimate in generalized linear models

zbMath1073.62061MaRDI QIDQ2386562

Li Yue, X. R. Chen

Publication date: 30 August 2005

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

zbMATH Keywords

strong consistencyquasi-likelihood function

Mathematics Subject Classification ID

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

Related Items (10)

Asymptotic normality and strong consistency of maximum quasi-likelihood estimates in generalized linear models ⋮ Unnamed Item ⋮ Asymptotic properties of GEE with diverging dimension of covariates ⋮ Statistical inference methods and applications of outcome-dependent sampling designs under generalized linear models ⋮ Asymptotic properties of maximum likelihood estimator for two-step logit models ⋮ On some problems of weak consistency of quasi-maximum likelihood estimates in generalized linear models ⋮ Laws of iterated logarithm for quasi-maximum likelihood estimator in generalized linear model ⋮ Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with diverging number of covariates ⋮ Asymptotic normality of maximum quasi-likelihood estimators in generalized linear models with fixed design ⋮ Rate of strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models

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