Nearly universal consistency of maximum likelihood in discrete models

DOI10.1016/J.SPL.2013.03.025zbMath1400.62070OpenAlexW2044303990MaRDI QIDQ383937

Bruce G. Lindsay, Byungtae Seo

Publication date: 6 December 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.03.025

zbMATH Keywords

inconsistent MLE

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Foundations and philosophical topics in statistics (62A01)

Related Items (2)

Near universal consistency of the maximum pseudolikelihood estimator for discrete models ⋮ A note on the strong consistency of a constrained maximum likelihood estimator used in crash data modeling

Cites Work

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• Consistent likelihood-based estimation of a star-shaped distribution
• A computational strategy for doubly smoothed MLE exemplified in the normal mixture model
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• Conditions equivalent and doubly equivalent to consistency of approximate MLE's
• An Inconsistent Maximum Likelihood Estimate
• A universally consistent modification of maximum likelihood
• A Useful Convergence Theorem for Probability Distributions
• Note on the Consistency of the Maximum Likelihood Estimate

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