Laws of iterated logarithm for quasi-maximum likelihood estimator in generalized linear model

DOI10.1016/j.jspi.2006.12.006zbMath1133.60313OpenAlexW2133651850MaRDI QIDQ2475743

Zhihong Xiao, Lu-qin Liu

Publication date: 11 March 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2006.12.006

zbMATH Keywords

law of iterated logarithmquasi-maximum likelihood estimatorgeneralized linear model

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Strong limit theorems (60F15)

Related Items

Hypothesis testing in generalized linear models with functional coefficient autoregressive pro\-cesses, Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes, Laws of iterated logarithm for MLE of generalized linear model randomly censored with incomplete information

Cites Work

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• How small are the increments of partial sums of non-i.i.d. random variables
• Rate of strong consistency of quasi maximum likelihood estimate in generalized linear models
• Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences