期刊文献+

Strong Consistency of Maximum Quasi-Likelihood Estimator in Quasi-Likelihood Nonlinear Models 被引量:2

Strong Consistency of Maximum Quasi-Likelihood Estimator in Quasi-Likelihood Nonlinear Models
下载PDF
导出
摘要 This paper proposes some regularity conditions. On the basis of the proposed regularity conditions, we show the strong consistency of maximum quasi-likelihood estimation (MQLE) in quasi-likelihood nonlinear models (QLNM). Our results may be regarded as a further generalization of the relevant results in Ref. [4]. This paper proposes some regularity conditions. On the basis of the proposed regularity conditions, we show the strong consistency of maximum quasi-likelihood estimation (MQLE) in quasi-likelihood nonlinear models (QLNM). Our results may be regarded as a further generalization of the relevant results in Ref. [4].
出处 《Journal of Mathematical Research and Exposition》 CSCD 北大核心 2008年第1期192-198,共7页 数学研究与评论(英文版)
基金 the Natural Science Foundation of Yunnan University (No. 2005Z007C) the Scientific Research Fund of Yunnan Provincial Education Department (No. 5Y0062A) Mathematical Tianyuan Fund of National Natural Science Foundation of China (No. 10626048) Special Foundation for Middle and Young Excellent Teachers of Yunnan University.
关键词 maximum quasi-likelihood estimator quasi-likelihood nonlinear models strong consistency. maximum quasi-likelihood estimator quasi-likelihood nonlinear models strong consistency.
  • 相关文献

参考文献2

二级参考文献3

  • 1YUE Li & CHEN Xiru School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China,Graduate School, Chinese Academy of Sciences, Beijing 100039, China.Rate of strong consistency of quasi maximum likelihood estimate in generalized linear models[J].Science China Mathematics,2004,47(6):882-893. 被引量:25
  • 2Fahrmeir,L.Maximum likelihood estimation in misspecified generalized linear models[].Statistics A Journal in Theoretical and Applied Statistics.1990
  • 3Bennet,G.Probability inequalities for the sum of independent random variables[].The Journal of The Acoustical Society of America.1962

共引文献30

同被引文献8

引证文献2

二级引证文献13

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部