Space-borne gravitational wave detectors like TianQin are expected to detect gravitational wave signals emitted by the mergers of massive black hole binaries. Luminosity distance information can be obtained from gravitational wave observations, and one can perform cosmological inference if redshift information can also be extracted, which would be straightforward if an electro-magnetic counterpart exists. In this work, we concentrate on the conservative scenario where the electro-magnetic counterparts are not available, and comprehensively study if cosmological parameters can be inferred through a statistical approach, utilizing the non-uniform distribution of galaxies as well as the black hole mass-host galaxy bulge luminosity relationship. By adopting different massive black hole binary merger models, and assuming different detector configurations, we conclude that the statistical inference of cosmological parameters is indeed possible. TianQin is expected to constrain the Hubble constant to a relative error around 7%, and in the most optimistic case, it is possible to achieve the level of 1.5%, if a multi-detector network of TianQin and LISA is assumed. We find that without electro-magnetic counterparts, all other cosmological parameters are poorly constrained. However, in the optimistic case, where electro-magnetic counterparts are available, one can constrain all cosmological parameters in the standard Lambda cold dark matter cosmology. It is even possible to study the evolution of equation of state for the dark energy.
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