Note on the Consistency of the Maximum Likelihood Estimate

DOI10.1214/AOMS/1177729952zbMATH Open0034.22902OpenAlexW2034767804WikidataQ93495724 ScholiaQ93495724MaRDI QIDQ5791827FDOQ5791827

Authors: A. Wald 

Publication date: 1949

Published in: Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177729952

zbMATH Keywords

Statistics

Cited In (only showing first 100 items - show all)

• The use of generalized inverses in restricted maximum likelihood
• On the strong consistency of a solution to the likelihood equation
• Near universal consistency of the maximum pseudolikelihood estimator for discrete models
• 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
• Bayesian frequentist hybrid inference
• Wald consistency and the method of sieves in REML estimation
• Root selection in normal mixture models
• Asymptotic properties of the MAMSE adaptive likelihood weights
• On the Consistency of the Maximum Likelihood Estimator Through its Uniform Consistency
• On identifiability and information-regularity in parametrized normal distributions
• Maximum likelihood estimation in the multi-path change-point problem
• Inverse optimization with noisy data
• Statistics with set-valued functions: applications to inverse approximate optimization
• On the consistency of MLE in finite mixture models of exponential families
• Consistency for the negative binomial regression with fixed covariate
• A minimax approach to consistency and efficiency for estimating equations
• A Resampling-Based Stochastic Approximation Method for Analysis of Large Geostatistical Data
• Epi-convergence of sequences of normal integrands and strong consistency of the maximum likelihood estimator
• Estimation by minimum-discrepancy methods
• Non-parametric maximum likelihood estimation of censored regression models
• Variational analysis of constrained M-estimators
• Convergence rates of large deviations probabilities for point estimators
• Asymptotic inference for semiparametric association models
• Nonparametric likelihood based estimation for a multivariate Lipschitz density
• Probability \textit{Distributome}: a web computational infrastructure for exploring the properties, interrelations, and applications of probability distributions
• Asymptotic inference for stochastic processes
• Large sample interval mapping method for genetic trait loci in finite regression mixture models
• Consistency of the MLE under mixture models
• Likelihood ratio tests for genetic linkage
• Uniformly valid inference based on the Lasso in linear mixed models
• A covariance components estimation procedure when modelling a road safety measure in terms of linear constraints
• Limit theorems for the logarithm of sample spacings
• On consistency of the MLE under finite mixtures of location-scale distributions with a structural parameter
• Title not available (Why is that?)
• Asymptotic efficiency of the maximum likelihood estimator
• Fractionally-supervised classification
• Some contributions to the asymptotic theory of Bayes solutions
• Compatible priors for Bayesian model comparison with an application to the Hardy-Weinberg equilibrium model
• Inference about a change point in experimental neurophysiology
• A jackknife type approach to statistical model selection
• Asymptotische Eigenschaften von Maximum-Likelihood-Schätzwerten bei einem stochastischen Prozess
• A remark on serial correlation in maximum likelihood
• A global consistency result for the two-dimensional Pareto distribution in the presence of misspecified inflation
• On a statistical analysis of implied data
• Inverting random functions. III: Discrete MLE revisited
• On constrained maximum likelihood estimation with non-i.i.d. observations
• Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes
• Estimation in the multipath change point problem for correlated data
• Strong convergence of estimators as \(\varepsilon_n\)-minimisers of optimisation problems
• Estimation of careless error and lucky guess probabilities for dichotomous test items: a psychometric application of a biometric latent class model with random effects
• Spline estimation of generalised monotonic regression
• Statistical estimation with model selection
• Isotonic single-index model for high-dimensional database marketing
• The asymptotic properties of the maximum-relevance weighted likelihood estimators
• Likelihood decision functions
• Maximum likelihood estimation of heterogeneous mixtures of Gaussian and uniform distributions
• Estimation of the Pareto law from underreported data. A further analysis
• A structured Dirichlet mixture model for compositional data: inferential and applicative issues
• The accuracy of the normal approximation for minimum contrast estimates
• Estimating functions for repeated measures with incidental parameters
• On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes
• The epic story of maximum likelihood
• Efficient maximum likelihood estimation in semiparametric mixture models
• Multinomial-Poisson homogeneous models for contingency tables.
• Inference for multivariate normal mixtures
• Inference for eigenvalues and eigenvectors of Gaussian symmetric matrices
• Smooth Random Effects Distribution in a Linear Mixed Model
• Ergodicity of Autoregressive Processes with Markov-Switching and Consistency of the Maximum-Likelihood Estimator
• On Bayes procedures
• Two estimators of the mean of a counting process with panel count data.
• The accuracy of the normal approximation for minimum contrast estimates
• Maximum likelihood estimation of econometric frontier functions
• Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results
• Asymptotic inference with incomplete data
• Asymptotic expansions of posterior expectations, distributions and densities for stochastic processes
• On the formulation of uniform laws of large numbers: a truncation approach
• Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models
• On the consistency of the maximum likelihood estimator for the three parameter lognormal distribution
• Estimating density functions: a constrained maximum likelihood approach^*
• The subset argument and consistency of MLE in GLMM: answer to an open problem and beyond
• Convergence rate of MLE in generalized linear and nonlinear mixed-effects models: Theory and applications
• Maximum likelihood principle and model selection when the true model is unspecified
• Consistency of maximum likelihood estimators for certain nonparametric families, in particular: Mixtures
• Strong consistency of the maximum likelihood estimator in generalized linear and nonlinear mixed-effects models
• Maximum-likelihood estimation for hidden Markov models
• Strong consistency of the MLE under random censoring
• Comparing dynamic equilibrium models to data: a Bayesian approach
• Estimation and tests in finite mixture models of nonparametric densities
• Entropy and divergence associated with power function and the statistical application
• On the quality of likelihood-based estimators in spatial autoregressive models when the data dependence structure is misspecified
• Statistical problem classes and their links to information theory
• De Finetti's theorem for abstract finite exchangeable sequences
• Asymptotic properties of least-squares estimates of parameters of the spectrum of a stationary non-deterministic time-series
• Statistical modeling and forecasting of fruit crop phenology under climate change
• Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
• 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
• A general autoregressive model with Markov switching: estimation and consistency
• Product limit estimates: a generalized maximum likelihood study

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