Asymptotic Properties of the MLE in Nonlinear Reproductive Dispersion Models With Stochastic Regressors |
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| Authors: | Tian Xia Xue-Ren Wang Xue-Jun Jiang |
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| Affiliation: | 1. Department of Management Sciences , City University of Hong Kong , Hong Kong tianxia@cityu.edu.hk;3. Department of Statistics , Yunnan University , Kunming, China;4. School of Statistics and Mathematics , Zhongnan University of Economics and Law , China |
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| Abstract: | Nonlinear reproductive dispersion models with stochastic regressors (NRDMWSR) includes generalized linear models with stochastic regressors (Fahrmer and Kaufmann, 1985 Fahrmer , L. , Kaufmann , H. ( 1985 ). Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models . Ann. Statist. 13 : 342 – 368 . [Google Scholar]) as a special case. This article presents some mild regularity conditions. On the basis of those mild conditions, the existence, strong consistency, and asymptotic normality of maximum likelihood estimator (MLE) are obtained in NRDMWSR. |
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| Keywords: | Asymptotic normality Consistency Maximum likelihood estimator Nonlinear reproductive dispersion models with stochastic regressors |
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