ASYMPTOTIC PROPERTIES OF MLE IN EXPONENTIAL FAMILY NONLINEAR MODELS

作     者：ZHU Zhongyi WEI Bocheng(Department of Mathematics, Southeast University, Nanjing 210096, China) 

出 版 物：《Systems Science and Mathematical Sciences》 (系统科学与复杂性学报(英文版))

年 卷 期：1997年第10卷第3期

页      面：193-201页

核心收录：

学科分类：01[哲学] 0101[哲学-哲学] 010104[哲学-逻辑学] 07[理学] 070104[理学-应用数学] 0701[理学-数学] 

主　　题：Exponential family nonlinear models consistency asymptotic normality maximum likelihood estimator Fisher information matrix. 

摘      要：In this paper, a necessary condition for the existence of any weakly consistentestimator is presented in exponential family nonlinear models. Then we give one morenecessary condition for a consistent estimator in generalized linear models. Under mildregularity conditions, the existence, the strong consistency and the asymptotic normalityof MLE are proved in exponential family nonlinear models. Our results may be regardedas a further work of [1] in generalized linear models.