| Rate of strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models |
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| 作者单位： | XIA Tian1 KONG Fan-chao21 Dept.of Statist.，Yunnan Univ.，Kunming 650091，China 2 Dept.of Math.，Anhui Univ.，Hefei 230039，China |
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| 基金项目： | 国家自然科学基金
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Mathematical Tianyuan Fund of National Natural Science Fundation of China
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| 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.
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| 关 键 词： | 最大准似然估计 准似然非线性模型 强相容性 数学分析 |
Rate of strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models |
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| Authors: | Tian Xia Fan-chao Kong |
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| Institution: | [1]Dept. of Statist., Yunnan Univ., Kunming 650091, China [2]Dept. of Math., Anhui Univ,, Hefei 230039, China |
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| Abstract: | 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. |
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| Keywords: | maximum quasi-likelihood estimator quasi-likelihood nonlinear models strong consistency |
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