Asymptotic Properties of Maximum Likelihood Estimators in Some Nonstandard Cases

DOI10.2307/2283934zbMath0223.62037OpenAlexW4249184648MaRDI QIDQ5629035

Lionel Weiss

Publication date: 1971

Full work available at URL: https://doi.org/10.2307/2283934

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Related Items (24)

Estimation in the presence of incidental parameters ⋮ Asymptotic properties of maximum likelihood estimation in the mixed analysis of variance model ⋮ Basic structure of the asymptotic theory in dynamic nonlinear econometric models ⋮ Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case ⋮ Linear mixed models with marginally symmetric nonparametric random effects ⋮ ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS ⋮ Asymptotic properties of approximate maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random effects ⋮ Estimation of variance components in an unbalanced one-way classification ⋮ On testing a class of restricted hypotheses ⋮ REML estimation: Asymptotic behavior and related topics ⋮ Uniformly valid inference based on the Lasso in linear mixed models ⋮ Maximum likelihood and least squares estimators for a non-linear model with heterogeneous variances ⋮ Ultrastructural calibration model for proficiency testing ⋮ Asymptotic inference for stochastic processes ⋮ Consistent maximum likelihood estimation using subsets with applications to multivariate mixed models ⋮ Structural inference for linear regression with autocorrelated errors ⋮ 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 ⋮ Asymptotically efficient non-parametric estimators of location and scale parameters. II ⋮ On the efficient estimation methods for the macro-economic models nonlinear in variables ⋮ 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.

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