Asymptotic Properties of the Maximum Likelihood Estimate in Generalized Linear Models with Stochastic Regressors

被引：0

作者：

Jie Li DING School of Mathematics and Statistics

机构：

来源：

Acta Mathematica Sinica(English Series) | 2006年 / 22卷 / 06期

关键词：

Generalized linear models; Consistency; Asymptotic normality;

D O I：

暂无

中图分类号：

O212.1 [一般数理统计];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

For generalized linear models(GLM),in case the regressors are stochastic and have differentdistributions,the asymptotic properties of the maximum likelihood estimate(MLE)of the parame-ters are studied.Under reasonable conditions, we proe the weak,strong consistency and asymptoticnormality of.

引用

页码：1679 / 1686

页数：8

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