Rate of strong consistency of quasi maximum likelihood estimate in generalized linear models

被引：0

作者：

Li Yue

Xiru Chen

机构：

[1] Wuhan University,School of Mathematics and Statistics

[2] Chinese Academy of Sciences,Graduate School

来源：

Science in China Series A: Mathematics | 2004年 / 47卷

关键词：

quasi-likelihood function; generalized linear models; strong consistency;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Under the assumption that in the generalized linear model (GLM) the expectation of the response variable has a correct specification and some other smooth conditions, it is shown that with probability one the quasi-likelihood equation for the GLM has a solution when the sample size n is sufficiently large. The rate of this solution tending to the true value is determined. In an important special case, this rate is the same as specified in the LIL for iid partial sums and thus cannot be improved anymore.

引用

页码：882 / 893

页数：11

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