Sufficient conditions of weak consistency of MQLE in quasi-likelihood nonlinear models

zbMATH Open1264.62036MaRDI QIDQ2916892FDOQ2916892

Authors: Tian Xia, Youguang Li, Xueren Wang 

Publication date: 5 October 2012

Published in: Mathematics in Practice and Theory (Search for Journal in Brave)

Recommendations

• Strong consistency of maximum quasi-likelihood estimators in quasi-likelihood nonlinear models
• Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression
• Asymptotic Properties of the Maximum Quasi-Likelihood Estimator in Quasi-Likelihood Nonlinear Models
• Rate of strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models
• Consistency and asymptotic normality of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random regressors

zbMATH Keywords

maximum quasi-likelihood estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

Cited In (3)

• 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
• Nested quasi-likelihood models and sufficiency

This page was built for publication: Sufficient conditions of weak consistency of MQLE in quasi-likelihood nonlinear models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2916892)