Weak consistency and asymptotic normality of quasi-maximum likelihood estimates in generalized linear models

MaRDI QIDQ2887645zbMATH OpenFDO

Authors Jianfa Wang, Zeqing Xiao, Luyi Wang

Publication date 1 June 2012

Published in Journal of Hainan Normal University. Natural Science (Search for Journal in Brave)

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Generalized linear models (logistic models) (62J12)

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• Weak consistency of quasi-maximum likelihood estimates in multivariate generalized linear models
• Strong convergence rates of maximum quasi-likelihood estimators in generalized linear models
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• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
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