Rate of strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models

被引：0

作者：

Tian Xia

Fan-chao Kong

机构：

[1] Yunnan Univ.,Dept. of Statist.

[2] Anhui Univ.,Dept. of Math.

来源：

Applied Mathematics-A Journal of Chinese Universities | 2008年 / 23卷

关键词：

maximum quasi-likelihood estimator; quasi-likelihood nonlinear models; strong consistency; 62F12; 62J02;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Quasi-likelihood nonlinear models (QLNM) include generalized linear models as a special case. Under some regularity conditions, the rate of the strong consistency of the maximum quasi-likelihood estimation (MQLE) is obtained in QLNM. In an important case, this rate is O(n−1/2(loglogn)1/2), which is just the rate of LIL of partial sums for i.i.d variables, and thus cannot be improved anymore.

引用

共 50 条

[1] Rate of strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models
Xia Tian
Kong Fan-chao
[J]. APPLIED MATHEMATICS-A JOURNAL OF CHINESE UNIVERSITIES SERIES B, 2008, 23 (04): : 391 - 400
[2] Rate of strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models
XIA Tian1 KONG Fan-chao21 Dept.of Statist.
[J]. Applied Mathematics:A Journal of Chinese Universities, 2008, (04) : 391 - 400
[3] Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression
Xia, Tian
Jiang, Xuejun
Wang, Xueren
[J]. STATISTICS & PROBABILITY LETTERS, 2015, 103 : 37 - 45
[4] Consistency and Asymptotic Normality of the Maximum Quasi-likelihood Estimator in Quasi-likelihood Nonlinear Models with Random Regressors
Tian Xia 1
[J]. Acta Mathematicae Applicatae Sinica, 2010, 26 (02) : 241 - 250
[5] Asymptotic properties of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models
Xia, Tian
Kong, Fanchao
Wang, Shunfang
Wang, Xueren
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2008, 37 (15) : 2358 - 2368
[6] Consistency and asymptotic normality of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random regressors
Xia, Tian
Wang, Shun-fang
Wang, Xue-ren
[J]. ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2010, 26 (02): : 241 - 250
[7] Consistency and asymptotic normality of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random regressors
Tian Xia
Shun-fang Wang
Xue-ren Wang
[J]. Acta Mathematicae Applicatae Sinica, English Series, 2010, 26 : 241 - 250
[8] Rate of strong consistency of maximum quasi-likelihood estimator in multivariate generalized linear models
Yin, Changming
Zhang, Hong
Zhao, Lincheng
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2008, 37 (19) : 3115 - 3123
[9] Asymptotic properties of approximate maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random effects
Xia, Tian
Jiang, Xuejun
Wang, Xueren
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019, 48 (08) : 1890 - 1901
[10] Asymptotic properties of maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with misspecified variance function
Xia, Tian
Wang, Xue-Ren
Jiang, Xue-Jun
[J]. STATISTICS, 2014, 48 (04) : 778 - 786

← 1 2 3 4 5 →