Asymptotic Properties of Maximum Likelihood Estimators in Some Nonstandard Cases, II

DOI10.2307/2284091zbMath0272.62011OpenAlexW4243966414MaRDI QIDQ5180205

Lionel Weiss

Publication date: 1973

Full work available at URL: https://doi.org/10.2307/2284091

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10)

Related Items (21)

Estimation in the presence of incidental parameters ⋮ Basic structure of the asymptotic theory in dynamic nonlinear econometric models ⋮ A note on asymptotic testing theory for nonhomogeneous observations ⋮ Log‐gamma linear‐mixed effects models for multiple outcomes with application to a longitudinal glaucoma study ⋮ Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case ⋮ ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS ⋮ Estimation of variance components in an unbalanced one-way classification ⋮ Uniformly valid inference based on the Lasso in linear mixed models ⋮ Ultrastructural calibration model for proficiency testing ⋮ Asymptotic inference for stochastic processes ⋮ Estimation in one–way classification with heteroscedastic error ⋮ Small-sample properties of maximum probability estimators ⋮ Maximum likelihood estimation for an inhomogeneous gamma process with a log-linear rate function ⋮ Neyman's \(C({\alpha{}})\) test as a GLRT ⋮ On the efficient estimation methods for the macro-economic models nonlinear in variables ⋮ Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix ⋮ Robust inference for variance components models for single trees of cell lineage data ⋮ Maximum likelihood estimation of variance components-a Monte Carlo study ⋮ Asymptotic bayesian inference in some nonstandard cases: Bernstein–von Mises Results and regular bayes' estimators ⋮ Sequential confidence regions for maximum likelihood estimates. ⋮ Asymptotically minimax tests of some nonstandard composite hypotheses

This page was built for publication: Asymptotic Properties of Maximum Likelihood Estimators in Some Nonstandard Cases, II