Fahrmeir, Ludwig; Kaufmann, Heinz Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models. (English) Zbl 0594.62058 Ann. Stat. 13, 342-368 (1985). For generalized linear models with natural or nonnatural link functions, the authors propose some mild general conditions which, respectively, assure weak or strong consistency or asymptotic normality of the maximum likelihood estimators. Comparison of and relations among the conditions and other conditions which have been considered in previous works are made. Verification of the conditions and some examples are also discussed. Reviewer: Songgui Wang Cited in 12 ReviewsCited in 202 Documents MSC: 62H12 Estimation in multivariate analysis 62F12 Asymptotic properties of parametric estimators 62J99 Linear inference, regression Keywords:regressors with a compact range; exponential family; logit model; categorical response models; weak consistency; generalized linear models; link functions; strong consistency; asymptotic normality; maximum likelihood estimators × Cite Format Result Cite Review PDF Full Text: DOI