An Inconsistent Maximum Likelihood Estimate

From MaRDI portal
Publication:4745140

DOI10.2307/2287314zbMath0507.62022OpenAlexW4239883048MaRDI QIDQ4745140

Thomas S. Ferguson

Publication date: 1982

Full work available at URL: https://doi.org/10.2307/2287314



Related Items

Robust estimation on a parametric model via testing, Bayesian frequentist hybrid inference, Conditions equivalent to consistency of approximate MLE's for stochastic processes, Iterative Likelihood: A Unified Inference Tool, Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case, Parameter Estimation for Hidden Markov Models with Intractable Likelihoods, On the asymptotics of minimum disparity estimation, Consistency of MLE, LSE and M-estimation under mild conditions, Nearly universal consistency of maximum likelihood in discrete models, A two-step method for estimating high-dimensional Gaussian graphical models, Parametric estimation and tests through divergences and the duality technique, On the maximum-likelihood estimator for the location parameter of a cauchy distribution, Conditions equivalent and doubly equivalent to consistency of approximate MLE's, Nonparametric maximum-likelihood estimation of probability measures: existence and consist\-en\-cy, Inconsistency of the MLE for the Joint Distribution of Interval‐Censored Survival Times and Continuous Marks, On the asymptotic distribution of max and mex, A note on the strong consistency of a constrained maximum likelihood estimator used in crash data modeling, Inconsistency of the MLE and inference based on weighted LS for LARCH models, Consistent likelihood-based estimation of a star-shaped distribution, Consistency of a phylogenetic tree maximum likelihood estimator