Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models

DOI10.1214/aos/1176346597zbMath0594.62058OpenAlexW2080801582MaRDI QIDQ1077113

Ludwig Fahrmeir, Heinz Kaufmann

Publication date: 1985

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346597

zbMATH Keywords

asymptotic normalityweak consistencyexponential familymaximum likelihood estimatorsstrong consistencygeneralized linear modelslink functionslogit modelcategorical response modelsregressors with a compact range

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear inference, regression (62J99)

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