Maximum probability estimators

DOI10.1007/BF02911676MaRDI QIDQ2535490zbMATH OpenOpenAlexFDO

Authors Jacob Wolfowitz, Lionel Weiss

Publication date 1967

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02911676

zbMATH Keywords

statistics

Cites work

• Asymptotic efficiency of the maximum likelihood estimator
• Asymptotic Efficiency of the Maximum Likelihood Estimator
• Generalized Maximum Likelihood Estimators
• scientific article; zbMATH DE number 3121226 (Why is no real title available?)
• scientific article; zbMATH DE number 3103824 (Why is no real title available?)
• The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities

Cited in

(19)

• Discretized likelihood methods. Asymptotic properties of discretized likelihood estimators (DLE's)
• Small-sample properties of maximum probability estimators
• The 3/2th and 2nd order asymptotic efficiency of maximum probability estimators in non-regular cases
• Maximum probability estimators in the case of exponential distribution
• Maximum probability estimators for ranked means
• Asymptotically efficient estimators when the densities of the observations have discontinuities
• On the existence of maximum probability estimators
• Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix
• On large deviation expansion of distribution of maximum likelihood estimator and its application in large sample estimation
• On estimator efficiency in stochastic processes
• Maximum probability estimators and asymptotic sufficiency
• Maximum Probability Estimation of Location Parameters: Minimaxity and Admissibility
• On multinomial parametric estimation
• Generalized maximum likelihood estimators for ranked means
• Limiting experiments and asymptotic bounds on the performance of sequence of estimators
• Asymptotically minimax tests of composite hypotheses
• A characterization of limiting distributions of regular estimates
• Asymptotically efficient non-parametric estimators of location and scale parameters
• Contributions to maximum probability estimators

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