Note on the consistency of the maximum likelihood estimate for nonidentifiable distributions
From MaRDI portal
Publication:1149201
DOI10.1214/AOS/1176345353zbMath0453.62021OpenAlexW2153709617MaRDI QIDQ1149201
Publication date: 1981
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345353
clusteringmixture distributionsconsistency of maximum likelihood estimatenonidentifiable distributions
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Point estimation (62F10)
Related Items (62)
Some theoretical results regarding the polygonal distribution ⋮ Robust estimation for the covariance matrix of multivariate time series based on normal mixtures ⋮ Mixture ensemble Kalman filters ⋮ Decisionmetrics: a decision-based approach to econometric modelling ⋮ Maximum likelihood estimation in the multi-path change-point problem ⋮ Likelihood Ratio Testing for Admixture Models with Application to Genetic Linkage Analysis ⋮ Order-restricted hypothesis testing in a variation of the normal mixture model ⋮ Power and sample size computation for Wald tests in latent class models ⋮ Non-identifiable parametric probability models and reparametrization ⋮ Inference for Box-Cox Transformed Threshold GARCH Models with Nuisance Parameters ⋮ Strong consistency of the maximum likelihood estimator for finite mixtures of location-scale distributions when the scale parameters are exponentially small ⋮ On Classes of Equivalence and Identifiability of Age-Dependent Branching Processes ⋮ On the consistency of MLE in finite mixture models of exponential families ⋮ Universal inference ⋮ Linear mixed models with marginally symmetric nonparametric random effects ⋮ Unnamed Item ⋮ Likelihood ratio tests for genetic linkage ⋮ Strong consistency of the MLE under two-parameter Gamma mixture models with a structural scale parameter ⋮ A discrete choice model for partially ordered alternatives ⋮ Penalized maximum likelihood estimator for finite multivariate skew normal mixtures ⋮ Statistical Inference with Local Optima ⋮ Testing quantitative trait locus effects in genetic backcross studies with double recombination occurring ⋮ Homogeneity test in distribution mixtures and application to major genes detection ⋮ A constrained maximum likelihood estimation for skew normal mixtures ⋮ Penalized maximum likelihood estimator for mixture of von Mises-Fisher distributions ⋮ Estimation of finite mixture models of skew-symmetric circular distributions ⋮ A structured Dirichlet mixture model for compositional data: inferential and applicative issues ⋮ Asymptotics for likelihood ratio tests under loss of identifiability ⋮ Estimation in the multipath change point problem for correlated data ⋮ Likelihood inference in some finite mixture models ⋮ On the consistency of penalized MLEs for Erlang mixtures ⋮ Maximum-likelihood estimation for hidden Markov models ⋮ On the efficiency of a semi‐parametric GARCH model ⋮ Value-at-risk forecasting based on Gaussian mixture ARMA–GARCH model ⋮ Testing in locally conic models, and application to mixture models ⋮ Consistency of the penalized MLE for two-parameter gamma mixture models ⋮ Evaluating the Effect of Training on Wages in the Presence of Noncompliance, Nonemployment, and Missing Outcome Data ⋮ NM-QELE for ARMA-GARCH models with non-Gaussian innovations ⋮ The likelihood ratio test for homogeneity in bivariate normal mixtures ⋮ A model selection method for S‐estimation ⋮ Likelihood ratio test for univariate Gaussian mixture ⋮ Nonparametric estimation of time-to-event distribution based on recall data in observational studies ⋮ Bootstrapping in a high dimensional but very low-sample size problem ⋮ Asymptotic theory of the likelihood ratio test for the identification of a mixture ⋮ Maximum likelihood estimators in finite mixture models with censored data ⋮ Maximum likelihood estimation of heterogeneous mixtures of Gaussian and uniform distributions ⋮ Consistency of the MLE under mixture models ⋮ Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models ⋮ The fragility of standard inferential approaches in principal stratification models relative to direct likelihood approaches ⋮ Model-based linear clustering ⋮ Consistency of minimizing a penalized density power divergence estimator for mixing distribution ⋮ Recent asymptotic results in testing for mixtures ⋮ On classical and Bayesian asymptotics in stochastic differential equations with random effects having mixture normal distributions ⋮ On consistency of the MLE under finite mixtures of location-scale distributions with a structural parameter ⋮ Clustering Discrete Data Through the Multinomial Mixture Model ⋮ Consistency of the MLE under a two-parameter gamma mixture model with a structural shape parameter ⋮ Statistical inference for normal mixtures with unknown number of components ⋮ Consistent estimation of mixture complexity. ⋮ A Note on the Modified Likelihood Ratio Test for Homogeneity in Beta Mixture Models ⋮ Unnamed Item ⋮ Consistency of a phylogenetic tree maximum likelihood estimator ⋮ Strong consistency of MLE for finite uniform mixtures when the scale parameters are exponentially small
This page was built for publication: Note on the consistency of the maximum likelihood estimate for nonidentifiable distributions
