Asymptotic normality of the maximum likelihood estimate in the independent not identically distributed case
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Publication:1238569
DOI10.1007/BF02504623zbMath0359.62016WikidataQ56010531 ScholiaQ56010531MaRDI QIDQ1238569
George G. Roussas, Andreas N. Philippou
Publication date: 1975
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Asymptotic distribution theory in statistics (62E20) Sums of independent random variables; random walks (60G50) Asymptotic properties of parametric tests (62F05)
Related Items (10)
Estimation in the presence of incidental parameters ⋮ ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS ⋮ On the applicability of several tests to models with not identically distributed random effects ⋮ Parameter uncertainty in biochemical models described by ordinary differential equations ⋮ Population pharmacokinetic/pharmacodynamic mixture models via maximum a posteriori estimation ⋮ Rothman-Woodroofe symmetry test statistic revisited ⋮ Asymptotic normality of the maximum likelihood estimate in arbitrary stochastic processes ⋮ Asymptotic inference for maximum likelihood estimators under the special exponential family with double-truncation ⋮ Nonlinear random effects mixture models: maximum likelihood estimation via the EM algorithm ⋮ ML estimation of multiple regression parameters under classification of the dependent variable
Cites Work
- Asymptotic normality of the maximum likelihood estimate in Markov processes
- The asymptotic properties of ML estimators when sampling from associated populations
- Asymptotic Properties of Maximum Likelihood Estimators for the Independent Not Identically Distributed Case
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