Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions

DOI10.2307/2289471zbMath0639.62020OpenAlexW4236277024MaRDI QIDQ3780259

Steven G. Self, Kung-Yee Liang

Publication date: 1987

Full work available at URL: https://doi.org/10.2307/2289471

zbMATH Keywords

likelihood ratio statisticsboundarylarge sample propertieslikelihood surfacelarge sample distributionlocal maximum of the likelihood functionmaximum likelihood estimators in the loose sense

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Foundations and philosophical topics in statistics (62A01) Asymptotic properties of parametric tests (62F05)

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