Partial quasi likelihood analysis

Nakahiro Yoshida

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arXiv · 1801.00279

Partial quasi likelihood analysis

Nakahiro Yoshida

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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.

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Nakahiro Yoshida. 2017-12-31. Partial quasi likelihood analysis. https://arxiv.org/abs/1801.00279

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