A note on the uniqueness of the quasi-likelihood estimator

DOI10.1016/S0167-7152(97)00162-4MaRDI QIDQ449918zbMATH OpenOpenAlexFDO

Authors George Tzavelas

Publication date 2 September 2012

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(97)00162-4

zbMATH Keywords

consistencyestimating functionuniqueness of quasi-likelihood estimator

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05)

Recommendations

• The uniqueness of the quasi-likelihood estimator in the Poisson model with an error in the regressor
• The robustness of the quasilikelihood estimator
• On the uniqueness of the maximum likelihood estimator.
• A note on the existence and uniqueness of quasi-maximum likelihood estimators for mixed regressive, spatial autoregression models
• scientific article; zbMATH DE number 2152004

Cites work

• scientific article; zbMATH DE number 3368028 (Why is no real title available?)
• scientific article; zbMATH DE number 3421764 (Why is no real title available?)
• scientific article; zbMATH DE number 3050761 (Why is no real title available?)
• scientific article; zbMATH DE number 3103824 (Why is no real title available?)
• An Optimum Property of Regular Maximum Likelihood Estimation
• Optimal Estimating Equations with Applications to Insect Development Times
• Potential functions and conservative estimating functions
• Quasi-likelihood functions

Cited in

(14)

• Asymptotic properties of approximate maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random effects
• The uniqueness of the quasi-likelihood estimator in the Poisson model with an error in the regressor
• Combining quasi and empirical likelihoods in generalized linear models with missing responses
• Mean square convergence rates for maximum quasi-likelihood estimators
• Optimal Distributed Subsampling for Maximum Quasi-Likelihood Estimators With Massive Data
• Consistency and asymptotic normality of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random regressors
• Rate of strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models
• A note on the existence and uniqueness of quasi-maximum likelihood estimators for mixed regressive, spatial autoregression models
• Asymptotic Properties of the Maximum Quasi-Likelihood Estimator in Quasi-Likelihood Nonlinear Models
• On the uniqueness of the maximum likelihood estimator.
• Nested quasi-likelihood models and sufficiency
• Truncated quasi-score function in the 1-dependent and stationary case
• Some asymptotic inference in quasi-likelihood nonlinear models: A geometric approach
• Asymptotic properties of maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with misspecified variance function

This page was built for publication: A note on the uniqueness of the quasi-likelihood estimator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q449918)