Asymptotic properties of maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with misspecified variance function

DOI10.1080/02331888.2013.829060zbMATH Open1326.62058OpenAlexW2044784227MaRDI QIDQ2934822FDOQ2934822

Authors: Tian Xia, Xueren Wang, Xuejun Jiang 

Publication date: 22 December 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2013.829060

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zbMATH Keywords

asymptotic normalityexistencemaximum quasi-likelihood estimatorGauss-Newton iteration methodquasi-likelihood nonlinear models with misspecified variance function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Generalized linear models (logistic models) (62J12)

Cites Work

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• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Quasi-likelihood functions
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• Nonparametric quasi-likelihood
• Asymptotic theory of nonlinear least squares estimation
• Maximum likelihood estimation in misspecified generalized linear models
• Asymptotic Properties of the Maximum Quasi-Likelihood Estimator in Quasi-Likelihood Nonlinear Models
• Quasi-likelihood estimation for GLM with random scales
• A note on the uniqueness of the quasi-likelihood estimator
• Strong consistency of maximum quasi-likelihood estimate in generalized linear models via a last time

Cited In (7)

• Asymptotic properties of maximum quasi-likelihood estimator in quasi-likelihood non linear models with stochastic regression
• Title not available (Why is that?)
• Asymptotic properties of approximate maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random effects
• Joint estimation and variable selection for mean and dispersion in proper dispersion 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
• Local influence analysis for quasi-likelihood nonlinear models with random effects

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