Epi-convergence of sequences of normal integrands and strong consistency of the maximum likelihood estimator

DOI10.1214/aos/1032526970zbMath0862.62029MaRDI QIDQ1816986

Hess, Christian

Publication date: 1 December 1996

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

Full work available at URL: https://doi.org/10.1214/aos/1032526970

zbMATH Keywords

strong law of large numbers; normal integrands; maximum likelihood estimator; almost sure convergence; strong consistency; set convergence; measurability of multifunctions; variational properties of epi-convergence

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

28B20: Set-valued set functions and measures; integration of set-valued functions; measurable selections

60F15: Strong limit theorems

49K45: Optimality conditions for problems involving randomness

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