Consistency and asymptotic normality of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random regressors

被引：0

作者：

Tian Xia

Shun-fang Wang

Xue-ren Wang

机构：

[1] Yunnan University,Department of Statistics

[2] Yunnan University,School of Information Science and Engineering

来源：

Acta Mathematicae Applicatae Sinica, English Series | 2010年 / 26卷

关键词：

Asymptotic normality; consistency; maximum quasi-likelihood estimator; quasi-likelihood nonlinear models with random regressors; 62F12; 62J02;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

This paper proposes some regularity conditions, which result in the existence, strong consistency and asymptotic normality of maximum quasi-likelihood estimator (MQLE) in quasi-likelihood nonlinear models (QLNM) with random regressors. The asymptotic results of generalized linear models (GLM) with random regressors are generalized to QLNM with random regressors.

引用

页码：241 / 250

页数：9

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