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International Conference on Statistics, Combinatorics and Related Areas and the Eighth International Conference of Forum for Interdisciplinary Mathematics
December 19-21, 2001
School of Mathematics and Applied Statistics, University of Wollongong
Wollongong, NSW, Australia

Organizers
Satya N. Mishra (University of South Alabama), Chandra M. Gulati (University of Wollongong)

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Consistency and Inconsistency of Maximum Quasi Likelihood Estimators
by
Bing Li
The Pennsylvania State University

It has long been speculated that, if a parametric class of estimating equations forms a conservative vector field, then, under some conditions, the maximum point of the potential function should be a consistent estimator of the parameter. This is part of the reason for preferring a maximum quasi likelihood estimator to other solutions of the quasi-likelihood equation. However, such sufficient conditions have not been established except in special cases. In this talk I will discuss two sets of reasonably general sufficient conditions for a maximum quasi likelihood estimator to be consistent. I will also discuss the situations in which it is inconsistent.

Date received: November 13, 2001

Copyright © 2001 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Mathematical Conference Abstracts. Document # caid-85.