Consistency and asymptotic normality of the maximum likelihood estimates in reproductive dispersion linear models

Tian Xia, Nian-Sheng Tang and Xue-Ren Wang

Statistics & Probability Letters, 2006, vol. 76, issue 11, 1137-1146

Abstract: Reproductive dispersion linear models (RDLMs) include generalized linear model [Nelder and Wedderburn (1972). Generalized linear models. J. Roy. Statist. Soc. Ser. A 135, 370-384] as a special case. Some mild regularity conditions analogous to those given by Fahrmeir and Kaufmann [1985. Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models. Ann. Statist. 13, 342-368] are proposed. On the basis of the proposed mild conditions, the existence, weak consistency, strong consistency, and asymptotic normality of the maximum likelihood estimate (MLE) are provided in RDLMs. The asymptotic results of Fahrmeir and Kaufmann [1985. Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models. Ann. Statist. 13, 342-368] are generalized to RDLMs.

Keywords: Asymptotic; normality; Consistency; Maximum; likelihood; estimate; Reproductive; dispersion; linear; model (search for similar items in EconPapers)
Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(05)00467-0
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:76:y:2006:i:11:p:1137-1146

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().