Strong consistency of approximate maximum likelihood estimators with applications in nonparametrics

DOI10.1214/AOS/1176349647MaRDI QIDQ1079894zbMATH OpenOpenAlexFDO

Authors Jane-Ling Wang

Publication date 1985

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

Full work available at URL https://doi.org/10.1214/aos/1176349647

zbMATH Keywords

AMLEapproximate maximum likelihood estimatorscensored dataconcave distributionincreasing failure ratelocal dominancelog likelihood ratiostrong consistency

Mathematics Subject Classification ID

Strong limit theorems (60F15) Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05)

Review text

The author gives sufficient conditions for strong consistency of approximate maximum likelihood estimators (AMLE). The results are applied to study consistency properties of AMLE for families of densities with concave distribution functions or increasing failure rate distributions. The strong consistency for AMLE based on censored data is derived.

Recommendations

• Conditions equivalent and doubly equivalent to consistency of approximate MLE's
• Consistency of maximum likelihood estimators for certain nonparametric families, in particular: Mixtures
• Conditions equivalent to consistency of approximate MLE's for stochastic processes
• On the Consistency of the Maximum Likelihood Estimator Through its Uniform Consistency
• scientific article; zbMATH DE number 1210919

Cited in

(15)

• Consistency of maximum likelihood estimators for certain nonparametric families, in particular: Mixtures
• Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case
• Nonparametric maximum likelihood estimation in a non locally compact setting
• Nonparametric maximum-likelihood estimation of probability measures: existence and consist\-en\-cy
• Convex models, MLE and misspecification
• Nonparametric estimation of time-to-event distribution based on recall data in observational studies
• Efficient sieve maximum likelihood estimation of time-transformation models
• Hellinger-consistency of certain nonparametric maximum likelihood estimators
• On the strong consistency of asymptotic M-estimators
• Convergence Rate of Strong Consistency of the Maximum Likelihood Estimator in Exponential Family Nonlinear Models
• Conditions equivalent and doubly equivalent to consistency of approximate MLE's
• scientific article; zbMATH DE number 3905653 (Why is no real title available?)
• Product limit estimates: a generalized maximum likelihood study
• Estimating density functions: a constrained maximum likelihood approach^*
• Maximum likelihood probability measures over sets: existence, computation, and convergence

This page was built for publication: Strong consistency of approximate maximum likelihood estimators with applications in nonparametrics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1079894)