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

MaRDI QIDQ2916892zbMATH OpenFDO

Authors Tian Xia, Youguang Li, Xueren Wang

Publication date 5 October 2012

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

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)

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(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

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