Sufficient Conditions of Weak Consistency of MQLE in Quasi-Likelihood Nonlinear Models
Xia Tian
Abstract
Xia Tian
Abstract
Quasi-likelihood nonlinear models(QLNM) include generalized linear models as a special case.This paper proposes some sufficient conditions of weak consistency of maximum quasi- likelihood estimator(MQLE) in QLNM,in which the condition of the moment is weaker than that of strong consistency of MQLE in the existing literature.
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Quasi-likelihood nonlinear models(QLNM) include generalized linear models as a special case.This paper proposes some sufficient conditions of weak consistency of maximum quasi- likelihood estimator(MQLE) in QLNM,in which the condition of the moment is weaker than that of strong consistency of MQLE in the existing literature.
Key concepts: Consistency (knowledge bases), Strong consistency, Weak consistency, Quasi-maximum likelihood, Mathematics, Moment (physics), Nonlinear system, Estimator