Existence and consistency of maximum likelihood in upgraded mixture models

DOI10.1016/0047-259X(92)90113-TzbMath0752.62026OpenAlexW2020901658MaRDI QIDQ1201118

Jon A. Wellner, Aad W. van der Vaart

Publication date: 17 January 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(92)90113-t

zbMATH Keywords

consistencysupportmixture densityexistence of the maximum likelihood estimatorsupgraded mixture models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20)

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Cites Work

• The geometry of mixture likelihoods, part II: The exponential family
• Consistency of maximum likelihood estimators for certain nonparametric families, in particular: Mixtures
• Mixtures of exponential distributions
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
• Multiplicative censoring, renewal processes, deconvolution and decreasing density: Nonparametric estimation
• Nonparametric Maximum Likelihood Estimation of a Mixing Distribution
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