Asymptotic properties of maximum quasi-likelihood estimator in quasi-likelihood non linear models with stochastic regression. Issue 13 (3rd July 2017)
- Record Type:
- Journal Article
- Title:
- Asymptotic properties of maximum quasi-likelihood estimator in quasi-likelihood non linear models with stochastic regression. Issue 13 (3rd July 2017)
- Main Title:
- Asymptotic properties of maximum quasi-likelihood estimator in quasi-likelihood non linear models with stochastic regression
- Authors:
- Jiang, Xuejun
Xia, Tian
Wang, Xueren - Abstract:
- ABSTRACT: In this paper, we establish the asymptotic properties of maximum quasi-likelihood estimator (MQLE) in quasi-likelihood non linear models (QLNMs) with stochastic regression under some mild regular conditions. We also investigate the existence, strong consistency, and asymptotic normality of MQLE in QLNMs with stochastic regression.
- Is Part Of:
- Communications in statistics. Volume 46:Issue 13(2017)
- Journal:
- Communications in statistics
- Issue:
- Volume 46:Issue 13(2017)
- Issue Display:
- Volume 46, Issue 13 (2017)
- Year:
- 2017
- Volume:
- 46
- Issue:
- 13
- Issue Sort Value:
- 2017-0046-0013-0000
- Page Start:
- 6229
- Page End:
- 6239
- Publication Date:
- 2017-07-03
- Subjects:
- Asymptotic normality -- maximum quasi-likelihood estimator -- quasi-likelihood non linear models with stochastic regression -- strong consistency
Mathematical statistics -- Periodicals
Mathematics
Statistics
519.2 - Journal URLs:
- http://www.tandfonline.com/ ↗
- DOI:
- 10.1080/03610926.2015.1129422 ↗
- Languages:
- English
- ISSNs:
- 0361-0926
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 3363.432000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 2161.xml