Strong consistency of approximate maximum likelihood estimators with applications in nonparametrics

DOI10.1214/AOS/1176349647zbMATH Open0598.62034OpenAlexW2029486375MaRDI QIDQ1079894FDOQ1079894

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

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• scientific article; zbMATH DE number 1210919

zbMATH Keywords

strong consistencycensored dataincreasing failure rateapproximate maximum likelihood estimatorslocal dominancelog likelihood ratioAMLEconcave distribution

Mathematics Subject Classification ID

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

Cited In (14)

• On the strong consistency of asymptotic \(M\)-estimators
• Title not available (Why is that?)
• Estimating density functions: a constrained maximum likelihood approach^*
• Consistency of maximum likelihood estimators for certain nonparametric families, in particular: Mixtures
• Convex models, MLE and misspecification
• Product limit estimates: a generalized maximum likelihood study
• Nonparametric maximum-likelihood estimation of probability measures: existence and consist\-en\-cy
• Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case
• Nonparametric estimation of time-to-event distribution based on recall data in observational studies
• Conditions equivalent and doubly equivalent to consistency of approximate MLE's
• Hellinger-consistency of certain nonparametric maximum likelihood estimators
• Efficient sieve maximum likelihood estimation of time-transformation models
• Nonparametric maximum likelihood estimation in a non locally compact setting
• Convergence Rate of Strong Consistency of the Maximum Likelihood Estimator in Exponential Family Nonlinear Models

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