CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2008, 24(6) 593-603 DOI:      ISSN: 1001-4268 CN: 31-1256

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Keywords
Exponential family nonlinear models
consistency
asymptotic normality
maximum likelihood estimator.
Authors
Xia Tian
Kong Fanchao
PubMed
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Consistency and Asymptotic Normality of the Maximum Likelihood Estimator in Exponential Family Nonlinear Models

Xia Tian, Kong Fanchao

Department of Statistics, Yunnan University;Department of Mathematics, Anhui University

Abstract��

This paper proposes some regularity conditions which weaken those given by Zhu \& Wei (1997). On the basis of the proposed regularity conditions, the existence, the strong consistency and the asymptotic normality of maximum likelihood
estimation (MLE) are proved in exponential family nonlinear models
(EFNMs). Our results may be regarded as a further improvement of the
work of Zhu \& Wei (1997).

Keywords�� Exponential family nonlinear models   consistency   asymptotic normality   maximum likelihood estimator.  
Received 1900-01-01 Revised 1900-01-01 Online:  
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Corresponding Authors: Kong Fanchao
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