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Asymptotic properties in nonlinear reproductive dispersion models. (Chinese. English summary) Zbl 1064.62510

Summary: This paper proposes some mild regularity conditions analogous to those given by B. C. Wei [Exponential family nonlinear models. (1998; Zbl 0904.62076)] and L. Fahrmeir and H. L. Kaufmann [Ann. Stat. 13, No. 1, 342–368 (1985; Zbl 0594.62058)] under which the existence, the strong consistency and the asymptotic normality of maximum likelihood estimation (MLE) are given in nonlinear reproductive dispersion models (NRDM). Previous results in the literature are generalized to NRDM.

MSC:

62F12 Asymptotic properties of parametric estimators
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