Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression
DOI10.1016/J.SPL.2015.04.016zbMATH Open1326.62057OpenAlexW2113475164MaRDI QIDQ893956FDOQ893956
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
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strong consistencyconvergence ratemaximum quasi-likelihood estimatorquasi-likelihood nonlinear models with stochastic regression
Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Generalized linear models (logistic models) (62J12)
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Cited In (11)
- Asymptotic properties of maximum quasi-likelihood estimator in quasi-likelihood non linear models with stochastic regression
- Asymptotic properties of approximate maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random effects
- Sufficient conditions of weak consistency of MQLE in quasi-likelihood nonlinear models
- Consistency and asymptotic normality of maximum likelihood estimators in exponential family nonlinear models
- Mean square convergence rates for maximum quasi-likelihood estimators
- Consistency and asymptotic normality of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random regressors
- 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 the Maximum Quasi-Likelihood Estimator in Quasi-Likelihood Nonlinear Models
- Local influence analysis for quasi-likelihood nonlinear models with random effects
- Strong consistency of maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with adaptive designs
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