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

DOI10.1016/J.SPL.2015.04.016zbMath1326.62057OpenAlexW2113475164MaRDI QIDQ893956

Tian Xia, Xue Ren Wang, Xue-Jun Jiang

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

convergence ratestrong consistencymaximum quasi-likelihood estimatorquasi-likelihood nonlinear models with stochastic regression

Mathematics Subject Classification ID

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

Related Items (2)

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

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