| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1149935 | Journal of Statistical Planning and Inference | 2008 | 7 Pages |
Abstract
For the case that the expectation of the response variable Y is correctly specified in the generalized linear model (GLM), under some regular assumptions, we obtain and prove the law of the iterated logarithm and Chung type law of the iterated logarithm for the quasi-maximum likelihood estimator (QMLE) βnβn in this model.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Zhihong Xiao, Luqin Liu,