Mean square convergence rates for maximum quasi-likelihood estimator

In this note we study the behavior of maximum quasilikelihood estimators (MQLEs) for a class of statistical models, in which only knowledge about the first two moments of the response variable is assumed. This class includes, but is not restricted to, generalized linear models with general link func...

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Bibliographic Details
Main Authors: Arnoud V. den Boer, Bert Zwart
Format: Article
Language:English
Published: Institute for Operations Research and the Management Sciences (INFORMS) 2015-03-01
Series:Stochastic Systems
Subjects:
Online Access:http://www.i-journals.org/ssy/viewarticle.php?id=86&layout=abstract