Consistency and Asymptotic Normality of the Maximum Likelihood Estimator in <italic>Ga</italic>GLM

Consistency and Asymptotic Normality of the Maximum Likelihood Estimator in <italic>Ga</italic>GLM

The Gamma distribution based generalized linear model (<inline-formula> <tex-math notation="LaTeX">$Ga$ </tex-math></inline-formula>GLM) is a kind of statistical model feasible for the positive value of a non-stationary stochastic system, in which the location and t...

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Bibliographic Details
Main Authors: Benchao Wang, Pan Qin, Hong Gu
Format: Article
Language:English
Published: IEEE 2022-01-01
Series:IEEE Access
Subjects:
Gamma distribution
Gamma regression
consistency and asymptotic normality
central limit theorem
maximum likelihood estimator
Online Access:https://ieeexplore.ieee.org/document/9695475/

Internet

https://ieeexplore.ieee.org/document/9695475/

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