Existence of Maximum Likelihood Estimates for Multi‐dimensional Exponential Families

DOI10.1111/1467-9469.00070zbMATH Open0894.62061OpenAlexW1998932465MaRDI QIDQ4367882FDOQ4367882

Authors: Weiwen Miao, Marjorie G. Hahn 

Publication date: 10 September 1998

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00070

Recommendations

• Existence and strong consistency of maximum likelihood estimates for 1-dimensional exponential families
• scientific article; zbMATH DE number 4121215
• scientific article; zbMATH DE number 4074196
• scientific article; zbMATH DE number 2112506
• Computationally efficient likelihood inference in exponential families when the maximum likelihood estimator does not exist

zbMATH Keywords

exponential familiescurved exponential familiesexistence of maximum likelihood estimators

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12) Characterization and structure theory of statistical distributions (62E10)

Cited In (17)

• Computationally efficient likelihood inference in exponential families when the maximum likelihood estimator does not exist
• An inverse Sanov theorem for exponential families
• Likelihood inference in exponential families and directions of recession
• Curvature and inference for maximum likelihood estimates
• On the existence and uniqueness of the MLEs of the parameters of a general class of exponentiated distributions
• Long range search for maximum likelihood in exponential families
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Maximum likelihood estimators on manifolds
• Maximum likelihood estimation in exponential orthogeodesic models
• Title not available (Why is that?)
• Quasiconvex Jensen divergences and quasiconvex Bregman divergences
• Generalized maximum likelihood estimates for exponential families
• Title not available (Why is that?)
• Maximum likelihood estimation for discrete exponential families and random graphs
• Title not available (Why is that?)

This page was built for publication: Existence of Maximum Likelihood Estimates for Multi‐dimensional Exponential Families

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4367882)