Strong consistency of approximate maximum likelihood estimators with applications in nonparametrics (Q1079894): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1214/aos/1176349647 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2029486375 / rank | |||
Normal rank | |||
Latest revision as of 19:08, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong consistency of approximate maximum likelihood estimators with applications in nonparametrics |
scientific article |
Statements
Strong consistency of approximate maximum likelihood estimators with applications in nonparametrics (English)
0 references
1985
0 references
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.
0 references
local dominance
0 references
log likelihood ratio
0 references
strong consistency
0 references
approximate maximum likelihood estimators
0 references
AMLE
0 references
concave distribution
0 references
increasing failure rate
0 references
censored data
0 references
