| 拟似然非线性模型中最大拟似然估计的强相合性 |
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| 引用本文： | 夏天,孔繁超.拟似然非线性模型中最大拟似然估计的强相合性[J].数学研究及应用,2008,28(1):192-198. |
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| 作者姓名： | 夏天 孔繁超 |
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| 作者单位： | [1]Department of Statistics, Yunnan University, Yunnan 650091, China; [2]Department of Mathematics, Anhui University, Anhui 230039, China |
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| 基金项目： | 云南省自然科学基金
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the Scientific Research Fund of Yunnan Provincial Education Department
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Mathematical Tianyuan Fund of National Natural Science Foundation of China
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Middle and Young Excellent Teachers of Yunnan University |
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| 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].
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| 关 键 词： | maximum quasi-likelihood estimator quasi-likelihood nonlinear models strong consistency 拟似然估计 非线性模型 强相合性 Nonlinear Models Estimator Maximum Consistency generalization results nonlinear models show strong consistency maximum estimation basis paper regularity conditions |
| 收稿时间： | 2006-02-05 |
| 修稿时间： | 2006-07-06 |
Strong Consistency of Maximum Quasi-Likelihood Estimator in Quasi-Likelihood Nonlinear Models |
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| XIA Tian and KONG Fan-chao.Strong Consistency of Maximum Quasi-Likelihood Estimator in Quasi-Likelihood Nonlinear Models[J].Journal of Mathematical Research with Applications,2008,28(1):192-198. |
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| Authors: | XIA Tian and KONG Fan-chao |
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| Institution: | 1. Department of Statistics,Yunnan University,Yunnan 650091,China
2. Department of Mathematics,Anhui University,Anhui 230039,China |
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| Abstract: | 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 he regarded as a further generalization of the relevant results in Ref.4]. |
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| Keywords: | maximum quasi-likelihood estimator quasi-likelihood nonlinear models strong consistency |
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