首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with adaptive designs
Authors:Qi-Bing Gao  Chun-Hua Zhu  Yao-Hua Wu
Institution:1. Department of Mathematics , Southeast University , Nanjing , 210096 , People's Republic of China;2. Department of Finance &3. Mathematics , Nanjing Normal University , Nanjing , 210097 , People's Republic of China;4. Department of Statistics , Nanjing Audit University , Nanjing , 211815 , People's Republic of China;5. Department of Statistics &6. Finance , University of Science and Technology of China , Hefei , 230026 , People's Republic of China
Abstract:In this paper, we present the asymptotic properties of maximum quasi-likelihood estimators (MQLEs) in generalized linear models with adaptive designs under some mild regular conditions. The existence of MQLEs in quasi-likelihood equation is discussed. The rate of convergence and asymptotic normality of MQLEs are also established. The results are illustrated by Monte-Carlo simulations.
Keywords:generalized linear models  adaptive designs  quasi-likelihood estimators  asymptotic normality
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号