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

Tian Xia; Shunfang Wang; Xueren Wang

doi:10.1007/s10255-009-7168-8

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

Tian Xia Shunfang Wang Xueren Wang

Year: 2009 Journal: Acta Mathematicae Applicatae Sinica English Series Vol: 26 (2)Pages: 241-250 Publisher: Springer Science+Business Media

DOI: 10.1007/s10255-009-7168-8

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Keywords:

Mathematics Asymptotic distribution Consistency (knowledge bases) Strong consistency Estimator Applied mathematics Quasi-likelihood Local asymptotic normality Statistics Nonlinear system Econometrics Discrete mathematics Count data

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Advanced Statistical Methods and Models

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Statistical Distribution Estimation and Applications

Physical Sciences → Mathematics → Statistics and Probability

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

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