Modified maximum likelihood estimation

DOI10.1080/03610929808832264MaRDI QIDQ4246297zbMATH OpenOpenAlexFDO

Authors Sai-Ho Chung

Publication date 29 January 2001

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929808832264

zbMATH Keywords

asymptotic normalityconsistencyefficiencyreparametrizationsample moments

Mathematics Subject Classification ID

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

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Cites work

• Note on the Consistency of the Maximum Likelihood Estimate
• On the Elimination of Nuisance Parameters
• Pseudo maximum likelihood estimation: Theory and applications

Cited in

(8)

• MMLEs are as good as M-estimators or better
• Modified large number hypothesis
• Application of MML methodology to an -series process with Weibull distribution
• Modified Maximum-Likelihood Method for Non-Normal Time Series Revisited
• A note on the paper by Ahmed Hossain and Andrew R. Willan
• scientific article; zbMATH DE number 1058146 (Why is no real title available?)
• Modified Likelihood root in High Dimensions
• Asymmetric smooth transition autoregressive model in forecasting finance rate on consumer installment loans at commercial banks

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