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

DOI10.1080/02331888.2013.829060zbMath1326.62058OpenAlexW2044784227MaRDI QIDQ2934822

Xue Ren Wang, Tian Xia, Xue-Jun 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

zbMATH Keywords

existenceasymptotic normalitymaximum quasi-likelihood estimatorGauss-Newton iteration methodquasi-likelihood nonlinear models with misspecified variance function

Mathematics Subject Classification ID

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

Related Items (4)

Joint estimation and variable selection for mean and dispersion in proper dispersion models ⋮ Asymptotic properties of approximate maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random effects ⋮ Local influence analysis for quasi-likelihood nonlinear models with random effects ⋮ Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression

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• Nonparametric quasi-likelihood
• Quasi-likelihood functions
• Quasi-likelihood estimation for GLM with random scales
• Maximum likelihood estimation in misspecified generalized linear models
• Asymptotic Properties of the Maximum Quasi-Likelihood Estimator in Quasi-Likelihood Nonlinear Models
• Asymptotic Properties of Non-Linear Least Squares Estimators

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