Note on the Consistency of the Maximum Likelihood Estimate
From MaRDI portal
Publication:5791827
DOI10.1214/aoms/1177729952zbMath0034.22902OpenAlexW2034767804WikidataQ93495724 ScholiaQ93495724MaRDI QIDQ5791827
Publication date: 1949
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177729952
Related Items
A discussion of ‘A selective review on calibration information from similar studies’, Estimating and Accounting for Unobserved Covariates in High-Dimensional Correlated Data, Some contributions to the asymptotic theory of Bayes solutions, The accuracy of the normal approximation for minimum contrast estimates, The accuracy of the normal approximation for minimum contrast estimates, Statistical Problem Classes and Their Links to Information Theory, Characterization of the topologies used in the theory of maximum likelihood estimation, Characterization of the topologies used in the theory of maximum likelihood estimation, Extension to Markov processes of a result by A. Wald about the consistency of the maximum likelihood estimate, On the estimation of the parameters for the Littlewood model in software reliability, Penalized maximum likelihood estimator for finite multivariate skew normal mixtures, Uniformly valid inference based on the Lasso in linear mixed models, Beta observation-driven models with exogenous regressors: a joint analysis of realized correlation and leverage effects, Applications of Laplace’s method in Bayesian analysis and related topics, Heteroscedastic and heavy-tailed regression with mixtures of skew Laplace normal distributions, Statistical inference for a repairable system subject to shocks: classical vs. Bayesian, Estimating a Potential Without the Agony of the Partition Function, A constrained maximum likelihood estimation for skew normal mixtures, Frugal Gaussian clustering of huge imbalanced datasets through a bin-marginal approach, Statistical modeling and forecasting of fruit crop phenology under climate change, Maximum profile binomial likelihood estimation for the semiparametric Box-Cox power transformation model, Unnamed Item, Unnamed Item, Ensemble Kalman Methods for High-Dimensional Hierarchical Dynamic Space-Time Models, Unnamed Item, Estimation in the multipath change point problem for correlated data, Global convergence conditions in maximum likelihood estimation, Consistency of Parametric MLE Under Mixed Case Interval Censoring, Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling, The Two-Piece Normal-Laplace Distribution, A dimension reduction technique for estimation in linear mixed models, A statistical test for mixture detection with application to component identification in multidimensional biomolecular NMR studies, A Resampling-Based Stochastic Approximation Method for Analysis of Large Geostatistical Data, Asymptotic properties of least-squares estimates of parameters of the spectrum of a stationary non-deterministic time-series, Consistency of Maximum Likelihood Parameter Estimation for Bivariate Markov Chains, Estimation of Individual Genetic Effects from Binary Observations on Relatives Applied to a Family History of Respiratory Illnesses and Chronic Lung Disease of Newborns, Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results, Second order asymptotic efficlency in terms of the asymptotic variance of seqrential estimation procedures in the presence of nrisance parameters, Fractionally-supervised classification, A note on the strong consistency of a constrained maximum likelihood estimator used in crash data modeling, Learning Chemical Reaction Networks from Trajectory Data, Unnamed Item, Inverse Optimization with Noisy Data, Maximum likelihood estimation in hidden Markov models with inhomogeneous noise, Discrete power distributions and inference using likelihood, Unnamed Item, Non-demolition measurements of observables with general spectra, Large signal-to-noise ratio quantification in MLE for ARARMAX models, Estimation and tests in finite mixture models of nonparametric densities, Spline estimation of generalised monotonic regression, A practical guide to compact infinite dimensional parameter spaces, On the Consistency of the Maximum Likelihood Estimator Through its Uniform Consistency, On the formulation of uniform laws of large numbers: a truncation approach, A flexible family of density functions, Asymptotic Properties of Stationary Solutions of Coupled Nonconvex Nonsmooth Empirical Risk Minimization, On Bayes procedures, Inference about a change point in experimental neurophysiology, On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes, Noise contrastive estimation: asymptotic properties, formal comparison with MC-MLE, Non-parametric maximum likelihood estimation of censored regression models, Maximum likelihood estimation in the multi-path change-point problem, The use of generalized inverses in restricted maximum likelihood, Bayesian frequentist hybrid inference, On the strong consistency of a solution to the likelihood equation, A deconvolution path for mixtures, Application of modified information criterion to multiple change point problems, Interpreting Kullback--Leibler divergence with the Neyman-Pearson Lemma, On the consistency of MLE in finite mixture models of exponential families, Consistency of maximum likelihood estimators for certain nonparametric families, in particular: Mixtures, Anisotropic Brown-Resnick space-time processes: estimation and model assessment, Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case, De Finetti's theorem for abstract finite exchangeable sequences, Convergence rates of large deviations probabilities for point estimators, Wald consistency and the method of sieves in REML estimation, Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach, Asymptotic expansions of posterior expectations, distributions and densities for stochastic processes, Asymptotic accuracy of Bayesian estimation for a single latent variable, On the estimation of the parameters of a power spectrum, Likelihood ratio tests for genetic linkage, Full reconstruction of Markov models on evolutionary trees: identifiability and consistency., The second-order bias and mean squared error of nonlinear estimators, Nearly universal consistency of maximum likelihood in discrete models, Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities, Likelihood decision functions, Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes, Maximum likelihood inference for univariate delay differential equation models with multiple delays, Maximum likelihood estimation of econometric frontier functions, On the consistency of the maximum likelihood estimator for the three parameter lognormal distribution, Maximum likelihood and prediction error methods, Asymptotic inference for stochastic processes, Comparing dynamic equilibrium models to data: a Bayesian approach, A structured Dirichlet mixture model for compositional data: inferential and applicative issues, Likelihood ratio of unidentifiable models and multilayer neural networks, Asymptotic properties of maximum likelihood estimators in models with multiple change points, A review of Bayesian asymptotics in general insurance applications, A jackknife type approach to statistical model selection, The epic story of maximum likelihood, Estimating trees from filtered data: identifiability of models for morphological phylogenetics, Remark on semigroup techniques and the maximum likelihood estimation., Asymptotic theory for estimating the parameters of a Levy process, A global consistency result for the two-dimensional Pareto distribution in the presence of misspecified inflation, On a statistical analysis of implied data, Entropy and divergence associated with power function and the statistical application, On the consistency of penalized MLEs for Erlang mixtures, Inverting random functions. III: Discrete MLE revisited, Shape constrained density estimation via penalized Rényi divergence, Automatic estimation of flux distributions of astrophysical source populations, Integrated cumulative error (ICE) distance for non-nested mixture model selection: application to extreme values in metal fatigue problems, Maximum-likelihood estimation for hidden Markov models, Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities, Statistics with set-valued functions: applications to inverse approximate optimization, The asymptotic posterior normality of the latent trait for polytomous IRT models, On identifiability and information-regularity in parametrized normal distributions, Feasible invertibility conditions and maximum likelihood estimation for observation-driven models, Phase transition in the sample complexity of likelihood-based phylogeny inference, Near universal consistency of the maximum pseudolikelihood estimator for discrete models, Strong consistency of the MLE under random censoring, Isotonic single-index model for high-dimensional database marketing, Asymptotics of Cholesky GARCH models and time-varying conditional betas, Consistency of the penalized MLE for two-parameter gamma mixture models, Root selection in normal mixture models, Large sample properties of estimates of a discrete grade of membership model, On the robustness of maximum composite likelihood estimate, Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime, Maximum likelihood estimators in finite mixture models with censored data, Maximum likelihood estimation of heterogeneous mixtures of Gaussian and uniform distributions, Estimation of the Pareto law from underreported data. A further analysis, Nonparametric maximum-likelihood estimation of probability measures: existence and consist\-en\-cy, Classical asymptotic properties of a certain estimator related to the maximum likelihood estimator, Consistency of the MLE under mixture models, Statistical inference for a certain class of bivariate distributions, Inference for eigenvalues and eigenvectors of Gaussian symmetric matrices, Monte Carlo maximum likelihood estimation for discretely observed diffusion processes, Asymptotic inference for semiparametric association models, A general autoregressive model with Markov switching: estimation and consistency, Probability \textit{Distributome}: a web computational infrastructure for exploring the properties, interrelations, and applications of probability distributions, Structural duration analysis of management data, Nonparametric likelihood based estimation for a multivariate Lipschitz density, Large sample interval mapping method for genetic trait loci in finite regression mixture models, Consistency of minimum contrast estimators in non-standard cases, Asymptotic theory for the correlated gamma-frailty model, Asymptotic properties of the MAMSE adaptive likelihood weights, Compatible priors for Bayesian model comparison with an application to the Hardy-Weinberg equilibrium model, Inference for multivariate normal mixtures, Identifiability and equivalence of GLLIRM models, Asymptotische Eigenschaften von Maximum-Likelihood-Schätzwerten bei einem stochastischen Prozess, On the quality of likelihood-based estimators in spatial autoregressive models when the data dependence structure is misspecified, Local asymptotic normality and asymptotical minimax efficiency of the MLE under random censorship, A remark on serial correlation in maximum likelihood, Maximum likelihood estimation of a binary choice model with random coefficients of unknown distribution, On constrained maximum likelihood estimation with non-i.i.d. observations, Generic uniform convergence and equicontinuity concepts for random functions. An exploration of the basic structure, Strong convergence of estimators as \(\varepsilon_n\)-minimisers of optimisation problems, Strong consistency of MLE for finite uniform mixtures when the scale parameters are exponentially small, Improved maximum likelihood estimation for component reliabilities with Miyakawa-Usher-Hodgson-Guess' estimators under censored search for the cause of failure, Estimating functions for repeated measures with incidental parameters, Processing consistency in non-Bayesian inference, On asymptotic normality of likelihood and conditional analysis, Unnamed Item, Rates of information aggregation in common value auctions, The asymptotic posterior normality of the latent trait in an IRT model, Smooth Random Effects Distribution in a Linear Mixed Model, Multinomial-Poisson homogeneous models for contingency tables., Convergence rate of MLE in generalized linear and nonlinear mixed-effects models: Theory and applications, Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts, A note on Phillips (1991): ``A constrained maximum likelihood approach to estimating switching regressions, Covariates in multipath change-point problems: Modelling and consistency of the MLE, Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems, Limit theorems for the logarithm of sample spacings, Assessment of the number of components in Gaussian mixture models in the presence of multiple local maximizers, Non-identifiable parametric probability models and reparametrization, Corrected Confidence Levels for Adaptive Nonlinear Regression, Statistical estimation with model selection, Monte Carlo likelihood inference for missing data models, Strong consistency of the maximum likelihood estimator for finite mixtures of location-scale distributions when the scale parameters are exponentially small, On the strong consistency of asymptotic \(M\)-estimators, The empirical saddlepoint estimator, Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models, Inaccuracy rates and Hodges-Lehmann large deviation rates for parametric inferences with nuisance parameters, CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS, Logistic Regression, a review, Quasi-maximum likelihood estimation of parameters in a multivariate Poisson process, Existence and strong consistency of maximum likelihood estimates for 1-dimensional exponential families, The wisdom of the crowd and prediction markets, Inconsistency of evolutionary tree topology reconstruction methods when substitution rates vary across characters, Consistency of MLE, LSE and M-estimation under mild conditions, Modified information approach for detecting change points in piecewise linear failure rate function, Unnamed Item, DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS, Strong consistency of the MLE under two-parameter Gamma mixture models with a structural scale parameter, Consistency for the negative binomial regression with fixed covariate, Consistent maximum likelihood estimation using subsets with applications to multivariate mixed models, Inférence statistique dans les processus stochastiques: Aperçu historique, A note on the consistency of maximum likelihood estimators, Estimation of finite mixture models of skew-symmetric circular distributions, Testing that a local optimum of the likelihood is globally optimum using reparameterized embeddings. Applications to wavefront sensing, Maximum likelihood estimator consistency for a ballistic random walk in a parametric random environment, Further asymptotic properties of the generalized information criterion, Limiting Experiments and Asymptotic Bounds on the Performance of Sequence of Estimators, The subset argument and consistency of MLE in GLMM: answer to an open problem and beyond, Minimum distance estimation in normed linear spaces with Donsker-classes, The asymptotic properties of the maximum-relevance weighted likelihood estimators, Variational analysis of constrained M-estimators, Product limit estimates: a generalized maximum likelihood study, Consistency of a likelihood estimator for stochastic damping Hamiltonian systems. Totally observed data, Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions, Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models, Uncertainty estimation in equality-constrained MAP and maximum likelihood estimation with applications to system identification and state estimation, Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points, On the maximum-likelihood estimator for the location parameter of a cauchy distribution, Identification of linear non-stationary dynamical systems, A note on the article ``Inference for multivariate normal mixtures by J. Chen and X. Tan, Further remarks on asymptotic normality of likelihood and conditional analyses, Estimation of careless error and lucky guess probabilities for dichotomous test items: a psychometric application of a biometric latent class model with random effects, Strong consistency of the maximum likelihood estimator in generalized linear and nonlinear mixed-effects models, Conditions equivalent and doubly equivalent to consistency of approximate MLE's, Bayesian nonparametric model selection and model testing, Consistency and identifiability of the polymorphism-aware phylogenetic models, Test for homogeneity with unordered paired observations, Maximum spacing estimation for continuous time Markov chains and semi-Markov processes, A covariance components estimation procedure when modelling a road safety measure in terms of linear constraints, Asymptotic efficiency of the maximum likelihood estimator, Some notes on concordance between optimization and statistics, On a semiparametric survival model with flexible covariate effect, The asymptotic distribution of the likelihood ratio when the model is incorrect, Empiricial Comparison between Some Model Selection Criteria, Model-based linear clustering, Testing homogeneity in a multivariate mixture model, On the measurability and consistency of minimum contrast estimates, Efficient maximum likelihood estimation in semiparametric mixture models, A minimax approach to consistency and efficiency for estimating equations, Epi-convergence of sequences of normal integrands and strong consistency of the maximum likelihood estimator, Statistical consistency and hypothesis testing for nonmetric multidimensional scaling, Unnamed Item, On sequential versions of the generalized likelihood ratio test, Maximum probability estimators and asymptotic sufficiency, Penalized maximum likelihood estimation for Gaussian hidden Markov models, Estimation by minimum-discrepancy methods, On consistency of the MLE under finite mixtures of location-scale distributions with a structural parameter, Maximum likelihood principle and model selection when the true model is unspecified, Asymptotics of least squares for nonlinear harmonic regression, Optimal string clustering based on a Laplace-like mixture and EM algorithm on a set of strings, Consistency of the MLE under a two-parameter gamma mixture model with a structural shape parameter, A new binomial autoregressive process with explanatory variables, Convergence of continuous-time partitioned adaptive state estimators, Two estimators of the mean of a counting process with panel count data., Estimating density functions: a constrained maximum likelihood approach*, Ergodicity of Autoregressive Processes with Markov-Switching and Consistency of the Maximum-Likelihood Estimator, Consistency of a phylogenetic tree maximum likelihood estimator, Asymptotic Inference with Incomplete Data, Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework, Zur schÄtzung der ausscheidewahrscheinlichkeiten eines kollektivs einander Ähnlicher bestÄnde, ERRORS IN VARIABLES IN ECONOMETRICS: NEW DEVELOPMENTS AND RECURRENT THEMES, ML estimation of multiple regression parameters under classification of the dependent variable, Modified maximum likelihood estimation, Asymptotic behavior of solutions: an application to stochastic NLP