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)

• 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
• Asymptotic properties of maximum likelihood estimators in models with multiple change points
• The asymptotic posterior normality of the latent trait for polytomous IRT models
• Local asymptotic normality and asymptotical minimax efficiency of the MLE under random censorship
• Full reconstruction of Markov models on evolutionary trees: identifiability and consistency.
• Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case
• On the robustness of maximum composite likelihood estimate
• Generic uniform convergence and equicontinuity concepts for random functions. An exploration of the basic structure
• Identifiability and equivalence of GLLIRM models
• Title not available (Why is that?)
• Asymptotic theory for the correlated gamma-frailty model
• Maximum likelihood and prediction error methods
• Conditions equivalent and doubly equivalent to consistency of approximate MLE's
• Further remarks on asymptotic normality of likelihood and conditional analyses
• Global convergence conditions in maximum likelihood estimation
• Automatic estimation of flux distributions of astrophysical source populations
• Anisotropic Brown-Resnick space-time processes: estimation and model assessment
• Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime
• Empiricial comparison between some model selection criteria
• On a semiparametric survival model with flexible covariate effect
• Corrected Confidence Levels for Adaptive Nonlinear Regression
• On the estimation of the parameters of a power spectrum
• Rates of information aggregation in common value auctions
• Integrated cumulative error (ICE) distance for non-nested mixture model selection: application to extreme values in metal fatigue problems
• On asymptotic normality of likelihood and conditional analysis
• On the maximum-likelihood estimator for the location parameter of a cauchy distribution
• Application of modified information criterion to multiple change point problems
• Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems
• Maximum likelihood estimation of a binary choice model with random coefficients of unknown distribution
• Large signal-to-noise ratio quantification in MLE for ARARMAX models
• Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach
• Phase transition in the sample complexity of likelihood-based phylogeny inference
• Bayesian nonparametric model selection and model testing
• Testing homogeneity in a multivariate mixture model
• Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling
• Title not available (Why is that?)
• The second-order bias and mean squared error of nonlinear estimators
• Interpreting Kullback--Leibler divergence with the Neyman-Pearson Lemma
• On the measurability and consistency of minimum contrast estimates
• The asymptotic posterior normality of the latent trait in an IRT model
• Maximum likelihood estimators in finite mixture models with censored data
• The wisdom of the crowd and prediction markets
• Nearly universal consistency of maximum likelihood in discrete models
• Monte Carlo maximum likelihood estimation for discretely observed diffusion processes
• Maximum likelihood estimator consistency for a ballistic random walk in a parametric random environment
• Consistency of the penalized MLE for two-parameter gamma mixture models
• Likelihood ratio of unidentifiable models and multilayer neural networks
• Covariates in multipath change-point problems: Modelling and consistency of the MLE
• 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

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