Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression

DOI10.1016/J.SPL.2015.04.016MaRDI QIDQ893956zbMATH OpenOpenAlexFDO

Authors Tian Xia, Xuejun Jiang, Xueren Wang

Publication date 23 November 2015

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

Full work available at URL https://doi.org/10.1016/j.spl.2015.04.016

zbMATH Keywords

strong consistencyconvergence ratemaximum quasi-likelihood estimatorquasi-likelihood nonlinear models with stochastic regression

Mathematics Subject Classification ID

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

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• Asymptotic theory of nonlinear least squares estimation
• Consistency and asymptotic normality of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random regressors
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• Maximum likelihood estimation in misspecified generalized linear models
• Rate of strong consistency of maximum quasi-likelihood estimator in multivariate generalized linear models
• Rate of strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models
• Sequential confidence regions of generalized linear models with adaptive designs
• Strong consistency of maximum quasi-likelihood estimate in generalized linear models via a last time
• Strong consistency of maximum quasi-likelihood estimators in generalized linear models with fixed and adaptive designs

Cited in

(11)

• Mean square convergence rates for maximum quasi-likelihood estimators
• Sufficient conditions of weak consistency of MQLE in quasi-likelihood nonlinear models
• Local influence analysis for quasi-likelihood nonlinear models with random effects
• Consistency and asymptotic normality of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random regressors
• Asymptotic Properties of the Maximum Quasi-Likelihood Estimator in Quasi-Likelihood Nonlinear Models
• Asymptotic properties of maximum quasi-likelihood estimator in quasi-likelihood non linear models with stochastic regression
• Consistency and asymptotic normality of maximum likelihood estimators in exponential family nonlinear models
• Strong consistency of maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with adaptive designs
• Strong consistency of maximum quasi-likelihood estimators in quasi-likelihood nonlinear models
• Rate of strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models
• Asymptotic properties of approximate maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random effects

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