Existence and consistency of maximum likelihood in upgraded mixture models

DOI10.1016/0047-259X(92)90113-TzbMath0752.62026OpenAlexW2020901658MaRDI QIDQ1201118

Jon A. Wellner, Aad W. van der Vaart

Publication date: 17 January 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(92)90113-t

zbMATH Keywords

consistencysupportmixture densityexistence of the maximum likelihood estimatorsupgraded mixture models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20)

Related Items (8)

Consistency of maximum likelihood estimators in general random effects models for binary data ⋮ Large sample theory for semiparametric regression models with two-phase, outcome dependent sampling. ⋮ Consistency of semiparametric maximum likelihood estimators for two-phase sampling ⋮ On maximum likelihood estimation in parametric regression with missing covariates ⋮ Hypothesis testing with paired partly interval censored data ⋮ Efficient estimation for the proportional hazards model with interval censoring ⋮ On regression analysis with incomplete covariate data ⋮ Maximum likelihood estimation for the proportional odds model with mixed interval-censored failure time data

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The geometry of mixture likelihoods, part II: The exponential family
• Consistency of maximum likelihood estimators for certain nonparametric families, in particular: Mixtures
• Mixtures of exponential distributions
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
• Multiplicative censoring, renewal processes, deconvolution and decreasing density: Nonparametric estimation
• Nonparametric Maximum Likelihood Estimation of a Mixing Distribution

This page was built for publication: Existence and consistency of maximum likelihood in upgraded mixture models