Conditions equivalent and doubly equivalent to consistency of approximate MLE's

DOI10.1007/BF02589078zbMath1446.62087MaRDI QIDQ3598275

Igor Vajda

Publication date: 3 February 2009

Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)

zbMATH Keywords

consistencymaximum likelihood estimatesinconsistencyapproximate maximum likelihood estimatesobservations entropy

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10)

Related Items (3)

Conditions equivalent to consistency of approximate MLE's for stochastic processes ⋮ Nearly universal consistency of maximum likelihood in discrete models ⋮ On asymptotically optimal estimates for general observations

Cites Work

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• On Wald's Proof of the Consistency of the Maximum Likelihood Estimate

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