Convergence Rate of Strong Consistency of the Maximum Likelihood Estimator in Exponential Family Nonlinear Models

DOI10.1080/03610920600966563MaRDI QIDQ3435965zbMATH OpenOpenAlexFDO

Authors Tian Xia, Shun-Fang Wang, Xueren Wang

Publication date 8 May 2007

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920600966563

zbMATH Keywords

strong consistencymaximum likelihood estimatorconvergence rateexponential family nonlinear models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Strong limit theorems (60F15)

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Cited in

(4)

• The convergence rate for maximum likelihood estimation of parameters in an exponential polynomial model
• Convergence rate of the L-N estimator in Poisson-Gamma models
• Consistency and asymptotic normality of maximum likelihood estimators in exponential family nonlinear models
• Strong consistency of the maximum likelihood estimator in exponential family nonlinear mod\-els

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