On some problems of weak consistency of quasi-maximum likelihood estimates in generalized linear models

DOI10.1007/s11425-007-0172-7zbMath1143.62042MaRDI QIDQ946380

Yuan Liao, Sanguo Zhang

Publication date: 23 September 2008

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-007-0172-7

zbMATH Keywords

convergence rate; weak consistency; quasi-maximum likelihood estimates (QMLE)

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62E20: Asymptotic distribution theory in statistics

62G05: Nonparametric estimation

62J12: Generalized linear models (logistic models)

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