Partial quasi-likelihood analysis

被引：0

作者：

Nakahiro Yoshida

机构：

[1] University of Tokyo,Graduate School of Mathematical Sciences

[2] Japan Science and Technology Agency,CREST

来源：

Japanese Journal of Statistics and Data Science | 2018年 / 1卷 / 1期

关键词：

Partial quasi-likelihood analysis; Large deviation; Quasi-maximum-likelihood estimator; Quasi-Bayesian estimator; Mixing; Partial mixing;

D O I：

10.1007/s42081-018-0006-6

中图分类号：

学科分类号：

摘要：

The quasi-likelihood analysis is generalized to the partial quasi-likelihood analysis. Limit theorems for the quasi-likelihood estimators, especially the quasi-Bayesian estimator, are derived in the situation where existence of a slow mixing component prohibits the Rosenthal type inequality from applying to the derivation of the polynomial type large deviation inequality for the statistical random field. We give two illustrative examples.

引用

页码：157 / 189

页数：32

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