Rate of strong consistency of quasi maximum likelihood estimate in generalized linear models

Science in China, Series A: Mathematics

Volumn 47, Issue 6, 2004, Pages 882-893

  Yue, Li ^a   Chen, Xiru ^b  

^a WUHAN UNIVERSITY   (China)

^b UNIVERSITY OF CHINESE ACADEMY OF SCIENCES   (China)

Author keywords

Generalized linear models; Quasi likelihood function; Strong consistency

Indexed keywords

EID: 12344315941     PISSN: 10069283     EISSN: None     Source Type: Journal    
DOI: 10.1360/02ys0096     Document Type: Article

References (8)

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3. Fahrmeir, L., Maximum likelihood estimation in misspecified generalized linear models, Statistics, 1990, 21: 487-502.
4. Fahrmeir, L., Kaufmann, H., Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models, Ann. Statist., 1985, 13: 342-368.
5. Melder, J. A., Pregibon, D., An extended quasi-likelihood function, Biometrika, 1987, 74: 221-232.
6. Bennet, G., Probability inequalities for the sum of independent random variables, JASA, 1962, 57: 33-45.
7. Stout, W. F., Almost Sure Convergence, New York:Academic Press, 1974.
8. Petrov, V, V., Sums of Independent Random Variables, Berlin, New York: Springer-Verlag, 1975.