Necessary and sufficient conditions for the consistency of maximum likelihood estimators

MaRDI QIDQ3173827FDOQ3173827

Authors: Rolando Cavazos-Cadena, Graciela González-Farías 

Publication date: 10 October 2011

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zbMATH Keywords

strong law of large numbersHewitt-Savage zero-one lawboiundedness almost everywhereconsistency critertion

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

Cited In (8)

• On the Consistency of the Maximum Likelihood Estimator Through its Uniform Consistency
• Necessary and sufficient conditions of proper estimators based on self density ratio for unnormalized statistical models
• A necessary and sufficient condition for an estimator to be optimal
• Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
• A necessary and sufficient condition for the strong consistency of a family of estimators of the common odds ratio
• Maximum likelihood estimators under continuity-compactness assumptions
• Quasi-Likelihood and Optimal Estimation, Correspondent Paper
• Title not available (Why is that?)

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