Mean square convergence rates for maximum quasi-likelihood estimator

Mean square convergence rates for maximum quasi-likelihood estimator

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In this note we study the behavior of maximum quasilikelihood estimators (MQLEs) for a class of statistical models, Basketball - Clothing - Womens 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 function.Our main results are related to guarantees on existence, strong consistency and mean square convergence rates of MQLEs.The rates are obtained from first Faber High-Light RAD BRS WH MATT A91 Matt White 91cm 110.0456.206 cooker hood principles and are stronger than known a.s.

rates.Our results find important application in sequential decision problems with parametric uncertainty arising in dynamic pricing.