Rate of strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models  

作　　者：XIA Tian KONG Fan-chao 

机构地区：[1]Dept. of Statist., Yunnan Univ., Kunming 650091, China [2]Dept. of Math., Anhui Univ,, Hefei 230039, China

出　　处：《Applied Mathematics(A Journal of Chinese Universities)》2008年第4期391-400,共10页高校应用数学学报（英文版）（B辑）

基　　金：Supported by the National Natural Sciences Foundation of China (10761011);Mathematical Tianyuan Fund of National Natural Science Fundation of China(10626048)

摘　　要：Quasi-likelihood nonlinear models （QLNM） include generalized linear models as a special case. Under some regularity conditions, the rate of the strong consistency of the maximum quasi-likelihood estimation （MQLE） is obtained in QLNM. In an important case, this rate is O（n-^1/2（loglogn）^1/2）, which is just the rate of LIL of partial sums for i.i.d variables, and thus cannot be improved anymore.Quasi-likelihood nonlinear models （QLNM） include generalized linear models as a special case. Under some regularity conditions, the rate of the strong consistency of the maximum quasi-likelihood estimation （MQLE） is obtained in QLNM. In an important case, this rate is O（n-^1/2（loglogn）^1/2）, which is just the rate of LIL of partial sums for i.i.d variables, and thus cannot be improved anymore.

关 键 词：maximum quasi-likelihood estimator quasi-likelihood nonlinear models strong consistency 

分 类 号：O17[理学—数学]