Strong consistency of approximate maximum likelihood estimators with applications in nonparametrics (Q1079894): Difference between revisions
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Revision as of 03:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong consistency of approximate maximum likelihood estimators with applications in nonparametrics |
scientific article |
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Strong consistency of approximate maximum likelihood estimators with applications in nonparametrics (English)
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1985
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The author gives sufficient conditions for strong consistency of approximate maximum likelihood estimators (AMLE). The results are applied to study consistency properties of AMLE for families of densities with concave distribution functions or increasing failure rate distributions. The strong consistency for AMLE based on censored data is derived.
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local dominance
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log likelihood ratio
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strong consistency
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approximate maximum likelihood estimators
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AMLE
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concave distribution
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increasing failure rate
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censored data
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