Epi-convergence of sequences of normal integrands and strong consistency of the maximum likelihood estimator

DOI10.1214/AOS/1032526970zbMath0862.62029OpenAlexW1964254299MaRDI QIDQ1816986

Hess, Christian

Publication date: 1 December 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1032526970

zbMATH Keywords

strong law of large numbersnormal integrandsmaximum likelihood estimatoralmost sure convergencestrong consistencyset convergencemeasurability of multifunctionsvariational properties of epi-convergence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Strong limit theorems (60F15) Optimality conditions for problems involving randomness (49K45)

Related Items (19)

A functional version of the Birkhoff ergodic theorem for a normal integrand: A variational approach ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Sequential characterization of statistical epi-convergence ⋮ The Stochastic Auxiliary Problem Principle in Banach Spaces: Measurability and Convergence ⋮ Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization ⋮ Generalized Orlicz spaces of Banach-valued functions: basic theory and duality ⋮ The existence of maximum likelihood estimate in high-dimensional binary response generalized linear models ⋮ Unnamed Item ⋮ Generic Consistency for Approximate Stochastic Programming and Statistical Problems ⋮ Global-local subadditive ergodic theorems and application to homogenization in elasticity. ⋮ Nonparametric maximum-likelihood estimation of probability measures: existence and consist\-en\-cy ⋮ Consistencies and rates of convergence of jump-penalized least squares estimators ⋮ Testing linear independence in linear models with interval-valued data ⋮ Approximation of distributions by using the Anderson Darling statistic ⋮ On the existence of strongly consistent indirect estimators when the binding function is compact valued ⋮ Multivalued differential equations on closed convex sets in Banach spaces ⋮ Strong convergence of estimators as \(\varepsilon_n\)-minimisers of optimisation problems ⋮ Asymptotic behavior of solutions: an application to stochastic NLP

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
• On multivalued martingales whose values may be unbounded: Martingale selectors and Mosco convergence
• Convex analysis and measurable multifunctions
• Convergence of convex sets and of solutions of variational inequalities
• Measurable selections of extrema
• Epi‐consistency of convex stochastic programs
• An elementary proof of the strong law of large numbers
• On measurable relation
• Convergence of Conditional Expectations for Unbounded Random Sets, Integrands, and Integral Functionals
• Measurable relations
• Convergence of Sequences of Convex Sets, Cones and Functions. II
• Note on the Consistency of the Maximum Likelihood Estimate

This page was built for publication: Epi-convergence of sequences of normal integrands and strong consistency of the maximum likelihood estimator