对数线性G amma分布模型极大似然估计的强相合性和渐近正态性

摘要

在Zn=o(log n)和λmin∑in=1ZiZicnα（对某个c>0，α>0）等条件下，证明了对数线性Gamma分布模型极大似然估计（MLE）的强相合性和渐近正态性，其中设计阵序列{Zn}可以为无界序列。%In the log linear Gamma model, under assumptions that Zn=o(log n) and λmin∑in=1ZiZicnαfor some c>0, α>0, the strong consistency and asymptotic normality of the maximum likelihood estimates of the regression parameter vector were established, where Zn are regressors.