Asymptotic Properties of the Maximum Quasi-Likelihood Estimator in Quasi-Likelihood Nonlinear Models |
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| Authors: | Tian Xia Fanchao Kong Xueren Wang |
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| Affiliation: | 1. Department of Statistics , Yunnan University , Kunming, China;2. Department of Mathematics , Anhui University , Hefei, China |
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| Abstract: | Quasi-likelihood nonlinear models (QLNM) are a further extension of generalized linear models by only specifying the expectation and variance functions of the response variable. In this article, some mild regularity conditions are proposed. These regularity conditions, respectively, assure the existence, strong consistency, and the asymptotic normality of the maximum quasi-likelihood estimator (MQLE) in QLNM. |
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| Keywords: | Asymptotic normality Consistency Maximum quasi-likelihood estimator Quasi-likelihood nonlinear models |
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