2000 character limit reached
Partial quasi likelihood analysis (1801.00279v1)
Published 31 Dec 2017 in math.ST and stat.TH
Abstract: The quasi likelihood analysis is generalized to the partial quasi likelihood analysis. Limit theorems for the quasi likelihood estimators, especially the quasi Bayesian estimator, are derived in the situation where existence of a slow mixing component prohibits the Rosenthal type inequality from applying to the derivation of the polynomial type large deviation inequality for the statistical random field. We give two illustrative examples.
Collections
Sign up for free to add this paper to one or more collections.
Paper Prompts
Sign up for free to create and run prompts on this paper using GPT-5.
