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Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models. (English) Zbl 0594.62058

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

MSC:

62H12 Estimation in multivariate analysis
62F12 Asymptotic properties of parametric estimators
62J99 Linear inference, regression
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