指数族非线性模型最大似然估计的相合性和渐近正态性
Consistency and Asymptotic Normality of the Maximum Likelihood Estimator in Exponential Family Nonlinear Models
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摘要: 本文我们提出了一些正则条件, 这些条件减弱了Zhu and Wei (1997)文中的条件. 基于所提的正则条件, 我们证明了指数族非线性模型参数最大似然估计的相合性和渐近正态性. 我们的结果可被认为是Zhu and Wei (1997)工作的进一步改进.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).
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